+30.4%
BAC vs MSTU
-89.5%
+119.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.2% | -4.3% | +3.1% | -1.1% |
| 30D | -7.7% | -34.6% | +26.9% | -6.5% |
| 3M | -21.2% | +39.0% | -60.2% | -23.3% |
| 6M | -6.8% | -70.5% | +63.7% | -4.2% |
| YTD | -8.7% | -68.6% | +59.9% | -8.6% |
| 1Y | -5.3% | -88.6% | +83.4% | -0.7% |
| All | +30.4% | -89.5% | +119.9% | +16.4% |
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 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