+61.8%
MSFT vs BAH
+7.8%
+54.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | -3.8% | +20.4% | -24.1% | -6.5% |
| 3M | +6.4% | +11.9% | -5.4% | +4.4% |
| 6M | +28.8% | +17.1% | +11.6% | +25.0% |
| YTD | +8.8% | +5.5% | +3.3% | +6.8% |
| 1Y | +3.2% | +5.6% | -2.4% | +1.1% |
| 3Y | +44.8% | -26.5% | +71.3% | +44.0% |
| 5Y | +61.8% | +6.5% | +55.4% | +35.0% |
| All | +61.8% | +7.8% | +54.1% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling