+65.4%
BAC vs MSTU
-85.2%
+150.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +1.1% | +21.3% | -20.2% | +0.1% |
| 30D | -0.4% | +90.8% | -91.2% | -3.6% |
| 3M | +16.9% | -6.8% | +23.7% | +15.6% |
| 6M | +26.6% | -39.8% | +66.4% | +26.3% |
| YTD | +15.8% | -55.7% | +71.5% | +15.2% |
| 1Y | +27.2% | -92.7% | +119.8% | +37.1% |
| All | +65.4% | -85.2% | +150.6% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling