-8.3%
BA vs MTSI
+210.8%
-219.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +5.9% | -10.7% | +16.6% | +7.9% |
| 30D | -8.2% | -29.0% | +20.8% | -2.8% |
| 3M | -25.4% | -14.7% | -10.7% | -24.7% |
| 6M | -20.0% | -20.1% | +0.1% | -20.1% |
| YTD | -18.5% | +36.1% | -54.6% | -31.0% |
| 1Y | -10.6% | +61.7% | -72.4% | -28.8% |
| All | -8.3% | +210.8% | -219.1% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling