+2,683.1%
MSFT vs BAH
+1,074.5%
+1,608.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.2% | +2.3% |
| 7D | +7.5% | -1.5% | +9.0% | +7.9% |
| 30D | +1.9% | +17.3% | -15.4% | -2.5% |
| 3M | +9.2% | +14.9% | -5.6% | +4.9% |
| 6M | +31.9% | +14.2% | +17.6% | +26.1% |
| YTD | +13.4% | +5.1% | +8.3% | +9.9% |
| 1Y | +10.6% | +2.1% | +8.6% | +7.7% |
| 3Y | +54.7% | -26.0% | +80.7% | +57.6% |
| 5Y | +69.1% | +9.0% | +60.1% | +49.2% |
| 10Y | +920.4% | +208.8% | +711.6% | +577.9% |
| All | +2,683.1% | +1,074.5% | +1,608.6% | +1,215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling