-23.1%
BA vs MTSI
+153.3%
-176.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -18.4% | +15.8% | +2.1% |
| 7D | -0.1% | -24.6% | +24.5% | +6.7% |
| 30D | -9.1% | -45.7% | +36.6% | +5.2% |
| 3M | -28.2% | -27.7% | -0.4% | -24.7% |
| 6M | -23.1% | -37.3% | +14.2% | -18.3% |
| YTD | -20.6% | +11.1% | -31.7% | -32.4% |
| 1Y | -12.7% | +27.2% | -39.9% | -30.0% |
| 3Y | -11.6% | +153.7% | -165.2% | -50.6% |
| 5Y | -23.1% | +159.0% | -182.1% | -62.4% |
| All | -23.1% | +153.3% | -176.5% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling