-7.5%
MSCI vs BAH
-3.4%
-4.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +0.4% | -3.2% | +3.6% | +1.1% |
| 30D | +0.6% | +2.0% | -1.4% | +0.1% |
| 3M | -7.1% | -7.6% | +0.6% | -6.0% |
| 6M | +0.8% | -5.7% | +6.5% | +1.3% |
| YTD | +1.0% | -11.7% | +12.7% | +2.3% |
| 1Y | +4.3% | -27.4% | +31.7% | +9.3% |
| 3Y | +9.9% | -32.5% | +42.5% | +10.7% |
| All | -7.5% | -3.4% | -4.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling