+45.4%
MSFT vs BAH
-26.8%
+72.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -6.2% | -1.6% | -4.6% | -6.1% |
| 30D | -3.7% | +18.0% | -21.7% | -5.3% |
| 3M | +3.6% | +11.4% | -7.8% | +2.4% |
| 6M | +26.8% | +17.7% | +9.1% | +24.3% |
| YTD | +8.4% | +5.4% | +3.1% | +7.1% |
| 1Y | +3.3% | +2.8% | +0.5% | +2.1% |
| All | +45.4% | -26.8% | +72.2% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling