+596.9%
MSI vs BAH
+186.6%
+410.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.0% | -1.3% | -2.6% | -3.6% |
| 30D | -0.5% | -6.6% | +6.2% | +1.4% |
| 3M | +11.4% | -7.2% | +18.5% | +13.2% |
| 6M | +1.0% | -10.0% | +11.0% | +3.0% |
| YTD | +20.7% | -12.5% | +33.1% | +22.7% |
| 1Y | -2.7% | -27.9% | +25.2% | +4.3% |
| 3Y | +68.2% | -31.4% | +99.6% | +72.7% |
| 5Y | +100.0% | -3.2% | +103.2% | +75.3% |
| 10Y | +596.9% | +191.5% | +405.4% | +354.0% |
| All | +596.9% | +186.6% | +410.2% | +354.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling