+662.2%
MSI vs BAH
+199.5%
+462.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +2.6% | -2.6% | +5.2% | +3.3% |
| 30D | +18.1% | +20.4% | -2.2% | +12.2% |
| 3M | +13.2% | +11.9% | +1.4% | +9.5% |
| 6M | +36.3% | +17.1% | +19.1% | +29.4% |
| YTD | +39.5% | +5.5% | +34.0% | +34.5% |
| 1Y | +36.9% | +5.6% | +31.3% | +31.5% |
| 3Y | +76.1% | -26.5% | +102.6% | +79.9% |
| 5Y | +123.7% | +6.5% | +117.2% | +93.0% |
| All | +662.2% | +199.5% | +462.7% | +370.4% |
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 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