+189.8%
MU vs BAH
+2.1%
+187.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +7.0% |
| 7D | -12.0% | -1.5% | -10.5% | -12.5% |
| 30D | -28.7% | +17.3% | -46.0% | -23.1% |
| 3M | -16.4% | +14.9% | -31.3% | -10.0% |
| 6M | -1.8% | +14.2% | -16.0% | +12.3% |
| YTD | +157.1% | +5.1% | +151.9% | +189.4% |
| All | +189.8% | +2.1% | +187.7% | +232.8% |
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