-6.0%
MTZ vs BAH
+2.1%
-8.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +9.0% |
| 7D | -2.4% | -1.5% | -0.9% | -2.7% |
| 30D | -11.1% | +17.3% | -28.4% | -7.4% |
| 3M | -30.6% | +14.9% | -45.5% | -27.8% |
| 6M | -54.4% | +14.2% | -68.6% | -51.0% |
| YTD | -13.0% | +5.1% | -18.2% | -9.4% |
| All | -6.0% | +2.1% | -8.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling