-11.5%
BA vs MSTU
-90.3%
+78.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.3% |
| 7D | -1.7% | -9.3% | +7.6% | -1.3% |
| 30D | -9.5% | -38.3% | +28.8% | -7.5% |
| 3M | -26.5% | +24.0% | -50.5% | -29.1% |
| 6M | -27.4% | -72.1% | +44.7% | -23.6% |
| YTD | -20.6% | -70.2% | +49.6% | -19.3% |
| All | -11.5% | -90.3% | +78.8% | -0.1% |
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