+237.7%
BAC vs MTSI
+454.4%
-216.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.1% | -3.8% | +5.9% | +2.3% |
| 30D | -6.7% | -31.4% | +24.7% | -1.2% |
| 3M | -20.2% | -23.8% | +3.5% | -17.7% |
| 6M | -0.2% | -37.1% | +36.9% | +5.0% |
| YTD | -6.4% | +32.2% | -38.6% | -16.0% |
| 1Y | -3.1% | +26.9% | -30.0% | -12.5% |
| 3Y | +96.7% | +193.7% | -97.0% | +44.8% |
| 5Y | +21.3% | +218.0% | -196.8% | -14.3% |
| 10Y | +237.7% | +477.8% | -240.0% | +83.9% |
| All | +237.7% | +454.4% | -216.7% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling