-10.6%
BA vs MTSI
+153.8%
-164.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -18.4% | +15.8% | +0.7% |
| 7D | -0.1% | -24.6% | +24.5% | +4.6% |
| 30D | -9.1% | -45.7% | +36.6% | +0.8% |
| 3M | -28.2% | -27.7% | -0.4% | -25.8% |
| 6M | -23.1% | -37.3% | +14.2% | -19.8% |
| YTD | -20.6% | +11.1% | -31.7% | -30.6% |
| 1Y | -12.7% | +27.2% | -39.9% | -27.3% |
| All | -10.6% | +153.8% | -164.4% | -39.1% |
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