+1,916.6%
MSI vs BAH
+1,056.2%
+860.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.6% |
| 7D | +4.7% | -3.5% | +8.2% | +5.6% |
| 30D | +14.8% | +24.3% | -9.5% | +8.7% |
| 3M | +8.8% | +16.3% | -7.5% | +4.6% |
| 6M | +19.3% | +13.6% | +5.7% | +14.7% |
| YTD | +35.3% | +3.5% | +31.8% | +31.7% |
| 1Y | +33.8% | +2.7% | +31.1% | +30.0% |
| 3Y | +74.4% | -26.6% | +101.0% | +78.5% |
| 5Y | +120.5% | +8.5% | +112.0% | +98.9% |
| 10Y | +685.2% | +225.1% | +460.1% | +449.1% |
| All | +1,916.6% | +1,056.2% | +860.4% | +954.5% |
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