+1,729.8%
MSI vs BAH
+886.2%
+843.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -3.7% | -3.2% | -0.5% | -2.9% |
| 30D | +6.8% | +2.0% | +4.8% | +6.3% |
| 3M | +14.3% | -7.6% | +21.9% | +16.1% |
| 6M | -1.6% | -5.7% | +4.1% | -1.0% |
| YTD | +22.8% | -11.7% | +34.5% | +24.5% |
| 1Y | -1.1% | -27.4% | +26.3% | +4.9% |
| 3Y | +70.5% | -32.5% | +103.0% | +77.7% |
| 5Y | +102.8% | -3.3% | +106.1% | +87.9% |
| 10Y | +597.4% | +186.0% | +411.4% | +404.8% |
| All | +1,729.8% | +886.2% | +843.6% | +897.0% |
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 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