+5,975.2%
MU vs BAH
+185.0%
+5,790.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.4% |
| 7D | +9.0% | -3.2% | +12.2% | +9.6% |
| 30D | +13.8% | +2.0% | +11.8% | +13.1% |
| 3M | +2.1% | -7.6% | +9.7% | +3.2% |
| 6M | +153.8% | -5.7% | +159.5% | +152.4% |
| YTD | +256.4% | -11.7% | +268.1% | +256.2% |
| 1Y | +719.8% | -27.4% | +747.1% | +768.1% |
| 3Y | +1,360.4% | -32.5% | +1,392.9% | +1,415.4% |
| 5Y | +1,312.4% | -3.3% | +1,315.8% | +1,117.4% |
| All | +5,975.2% | +185.0% | +5,790.3% | +3,209.9% |
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