+31.8%
BA vs MTSI
+448.7%
-416.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -2.1% |
| 7D | +1.1% | -10.0% | +11.1% | +2.9% |
| 30D | -7.9% | -37.2% | +29.3% | +1.7% |
| 3M | -25.3% | -30.1% | +4.7% | -20.7% |
| 6M | -24.6% | -31.9% | +7.3% | -21.3% |
| YTD | -20.1% | +23.2% | -43.3% | -30.2% |
| 1Y | -11.8% | +26.4% | -38.2% | -23.6% |
| 3Y | -10.1% | +186.2% | -196.3% | -40.4% |
| 5Y | -22.7% | +187.0% | -209.8% | -50.1% |
| All | +31.8% | +448.7% | -416.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling