+77.1%
MSI vs BAH
-26.8%
+104.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +3.2% | +1.7% | +1.5% | +3.1% |
| 30D | +17.6% | +20.8% | -3.2% | +15.3% |
| 3M | +14.5% | +11.6% | +3.0% | +13.1% |
| 6M | +34.3% | +23.1% | +11.2% | +31.3% |
| YTD | +39.7% | +5.3% | +34.5% | +37.7% |
| 1Y | +40.2% | +6.1% | +34.0% | +37.9% |
| 3Y | +77.1% | -27.5% | +104.6% | +81.4% |
| All | +77.1% | -26.8% | +104.0% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling