+263.2%
BAC vs MTSI
+448.7%
-185.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -2.6% |
| 7D | -1.2% | -10.0% | +8.8% | +0.2% |
| 30D | -7.7% | -37.2% | +29.5% | -0.6% |
| 3M | -21.2% | -30.1% | +8.9% | -17.4% |
| 6M | -6.8% | -31.9% | +25.1% | -3.7% |
| YTD | -8.7% | +23.2% | -31.9% | -17.0% |
| 1Y | -5.3% | +26.4% | -31.7% | -14.6% |
| 3Y | +87.4% | +186.2% | -98.7% | +38.4% |
| 5Y | +18.9% | +187.0% | -168.1% | -14.4% |
| All | +263.2% | +448.7% | -185.5% | +101.3% |
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