+11.8%
BA vs MSTU
-90.8%
+102.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.8% | +1.0% |
| 7D | 0.0% | -21.7% | +21.8% | +1.4% |
| 30D | -8.9% | -42.8% | +33.8% | -6.4% |
| 3M | -25.5% | +21.4% | -46.9% | -28.2% |
| 6M | -27.0% | -74.1% | +47.1% | -23.4% |
| YTD | -20.1% | -72.4% | +52.2% | -19.0% |
| 1Y | -11.0% | -90.1% | +79.1% | -4.3% |
| All | +11.8% | -90.8% | +102.6% | +10.1% |
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 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