+34.6%
BAC vs MSTU
-92.2%
+126.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.2% |
| 7D | +3.2% | -25.8% | +29.0% | +4.4% |
| 30D | -0.7% | -43.9% | +43.1% | +1.1% |
| 3M | -20.0% | +2.9% | -22.9% | -21.3% |
| 6M | +3.4% | -75.5% | +78.9% | +7.1% |
| YTD | -5.7% | -76.7% | +71.0% | -4.6% |
| 1Y | -1.4% | -88.9% | +87.5% | +3.0% |
| All | +34.6% | -92.2% | +126.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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