+12.5%
BA vs MSTU
-90.6%
+103.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.4% | -27.7% | +26.3% | +0.4% |
| 30D | -7.9% | -40.3% | +32.4% | -5.6% |
| 3M | -25.2% | +26.4% | -51.6% | -28.0% |
| 6M | -26.7% | -75.7% | +49.0% | -22.8% |
| YTD | -19.6% | -71.9% | +52.2% | -18.6% |
| 1Y | -10.6% | -89.3% | +78.7% | -4.3% |
| All | +12.5% | -90.6% | +103.1% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling