+5.6%
MSCI vs BAH
+7.8%
-2.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.7% | -2.6% | +1.9% | -0.1% |
| 30D | +16.2% | +20.4% | -4.2% | +11.8% |
| 3M | +16.1% | +11.9% | +4.3% | +13.2% |
| 6M | +12.9% | +17.1% | -4.2% | +8.6% |
| YTD | +14.8% | +5.5% | +9.3% | +11.9% |
| 1Y | +13.8% | +5.6% | +8.2% | +10.7% |
| 3Y | +31.2% | -26.5% | +57.8% | +31.4% |
| 5Y | +5.6% | +6.5% | -0.9% | -7.7% |
| All | +5.6% | +7.8% | -2.2% | -7.7% |
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