+868.6%
MSFT vs BAH
+182.5%
+686.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | -1.4% | -4.3% | +2.9% | -0.2% |
| 30D | -1.0% | -4.5% | +3.4% | +0.2% |
| 3M | +20.2% | -7.6% | +27.8% | +22.3% |
| 6M | +21.3% | -10.6% | +31.9% | +24.0% |
| YTD | +2.8% | -12.6% | +15.3% | +5.0% |
| 1Y | 0.0% | -27.0% | +26.9% | +7.1% |
| 3Y | +51.2% | -31.5% | +82.7% | +54.3% |
| 5Y | +71.4% | -3.8% | +75.3% | +46.8% |
| 10Y | +868.6% | +183.9% | +684.7% | +501.4% |
| All | +868.6% | +182.5% | +686.1% | +501.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling