0.0%
MSFT vs BAH
-27.4%
+27.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | -1.4% | -4.3% | +2.9% | -0.8% |
| 30D | -1.0% | -4.5% | +3.4% | -0.4% |
| 3M | +20.2% | -7.6% | +27.8% | +20.4% |
| 6M | +21.3% | -10.6% | +31.9% | +22.0% |
| YTD | +2.8% | -12.6% | +15.3% | +4.1% |
| 1Y | 0.0% | -27.0% | +26.9% | +2.2% |
| All | 0.0% | -27.4% | +27.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling