-11.0%
BA vs MTSI
+30.7%
-41.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | 0.0% | -3.8% | +3.9% | +0.1% |
| 30D | -8.9% | -31.4% | +22.5% | -6.7% |
| 3M | -25.5% | -23.8% | -1.8% | -24.5% |
| 6M | -27.0% | -37.1% | +10.1% | -25.1% |
| YTD | -20.1% | +32.2% | -52.4% | -29.1% |
| 1Y | -11.0% | +26.9% | -37.9% | -21.2% |
| All | -11.0% | +30.7% | -41.7% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling