+11.8%
BA vs MSTU
-89.5%
+101.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +1.1% | -4.3% | +5.3% | +1.2% |
| 30D | -7.9% | -34.6% | +26.7% | -6.1% |
| 3M | -25.3% | +39.0% | -64.4% | -28.6% |
| 6M | -24.6% | -70.5% | +45.9% | -21.6% |
| YTD | -20.1% | -68.6% | +48.5% | -19.6% |
| 1Y | -11.8% | -88.6% | +76.9% | -5.9% |
| All | +11.8% | -89.5% | +101.3% | +9.3% |
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