+2,450.9%
MSFT vs BAH
+886.2%
+1,564.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.7% |
| 7D | -2.7% | -3.2% | +0.5% | -1.8% |
| 30D | +2.7% | +2.0% | +0.7% | +2.1% |
| 3M | +17.0% | -7.6% | +24.6% | +18.9% |
| 6M | +23.8% | -5.7% | +29.5% | +24.6% |
| YTD | +4.0% | -11.7% | +15.7% | +5.8% |
| 1Y | -0.8% | -27.4% | +26.5% | +5.8% |
| 3Y | +55.6% | -32.5% | +88.1% | +61.9% |
| 5Y | +72.9% | -3.3% | +76.2% | +57.0% |
| 10Y | +875.8% | +186.0% | +689.8% | +565.5% |
| All | +2,450.9% | +886.2% | +1,564.7% | +1,167.4% |
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