-10.6%
BA vs MSTU
-88.0%
+77.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.3% | -8.2% | +1.6% |
| 7D | +5.9% | -4.8% | +10.7% | +6.0% |
| 30D | -8.2% | -29.6% | +21.4% | -6.8% |
| 3M | -25.4% | +69.4% | -94.8% | -29.2% |
| 6M | -20.0% | -62.2% | +42.2% | -17.3% |
| YTD | -18.5% | -61.1% | +42.6% | -18.3% |
| 1Y | -10.6% | -87.2% | +76.5% | -0.2% |
| All | -10.6% | -88.0% | +77.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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