+55.0%
MSFT vs BAH
-32.4%
+87.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.9% |
| 7D | -2.7% | -3.2% | +0.5% | -2.4% |
| 30D | +2.7% | +2.0% | +0.7% | +2.5% |
| 3M | +17.0% | -7.6% | +24.6% | +17.4% |
| 6M | +23.8% | -5.7% | +29.5% | +24.0% |
| YTD | +4.0% | -11.7% | +15.7% | +4.6% |
| 1Y | -0.8% | -27.4% | +26.5% | +1.1% |
| All | +55.0% | -32.4% | +87.4% | +50.2% |
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 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