-1.5%
BAC vs MTSI
+59.5%
-61.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.0% |
| 7D | +1.5% | -10.7% | +12.2% | +1.9% |
| 30D | -4.4% | -29.0% | +24.6% | -3.3% |
| 3M | -17.5% | -14.7% | -2.8% | -17.1% |
| 6M | -0.1% | -20.1% | +20.0% | -0.9% |
| YTD | -4.6% | +36.1% | -40.7% | -8.7% |
| 1Y | -1.5% | +61.7% | -63.3% | -9.5% |
| All | -1.5% | +59.5% | -61.0% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling