+241.9%
BA vs MTSI
+1,308.1%
-1,066.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | 0.0% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | -11.6% | +2.1% | -13.7% | -12.8% |
| 3M | -2.4% | -29.7% | +27.4% | +4.1% |
| 6M | -6.6% | +12.5% | -19.2% | -12.2% |
| YTD | -2.2% | +57.0% | -59.3% | -15.7% |
| 1Y | -8.0% | +103.9% | -111.9% | -26.1% |
| 3Y | -5.0% | +223.6% | -228.6% | -33.6% |
| 5Y | -2.7% | +321.6% | -324.3% | -37.0% |
| 10Y | +75.9% | +517.7% | -441.8% | -8.6% |
| All | +241.9% | +1,308.1% | -1,066.2% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling