+1,757.4%
MSCI vs BAH
+886.2%
+871.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +0.4% | -3.2% | +3.6% | +1.4% |
| 30D | +0.6% | +2.0% | -1.4% | -0.2% |
| 3M | -7.1% | -7.6% | +0.6% | -5.3% |
| 6M | +0.8% | -5.7% | +6.5% | +1.7% |
| YTD | +1.0% | -11.7% | +12.7% | +3.1% |
| 1Y | +4.3% | -27.4% | +31.7% | +12.4% |
| 3Y | +9.9% | -32.5% | +42.5% | +15.5% |
| 5Y | -6.8% | -3.3% | -3.4% | -15.6% |
| 10Y | +614.7% | +186.0% | +428.7% | +355.5% |
| All | +1,757.4% | +886.2% | +871.2% | +637.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling