+36.8%
BA vs MSTU
-85.2%
+122.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.0% |
| 7D | +1.2% | +21.3% | -20.2% | -0.4% |
| 30D | -11.6% | +90.8% | -102.4% | -16.1% |
| 3M | -2.4% | -6.8% | +4.4% | -4.0% |
| 6M | -6.6% | -39.8% | +33.2% | -6.7% |
| YTD | -2.2% | -55.7% | +53.4% | -2.5% |
| 1Y | -8.0% | -92.7% | +84.6% | +1.4% |
| All | +36.8% | -85.2% | +122.0% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling