+217.6%
BAC vs MTSI
+465.0%
-247.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +2.0% |
| 7D | +3.2% | +10.0% | -6.8% | +1.3% |
| 30D | -0.7% | -20.3% | +19.6% | +2.2% |
| 3M | -20.0% | -24.4% | +4.4% | -17.4% |
| 6M | +3.4% | -39.2% | +42.6% | +9.5% |
| YTD | -5.7% | +35.5% | -41.2% | -15.9% |
| 1Y | -1.4% | +43.0% | -44.5% | -13.2% |
| 3Y | +97.9% | +196.3% | -98.3% | +45.3% |
| 5Y | +22.9% | +210.0% | -187.1% | -12.8% |
| All | +217.6% | +465.0% | -247.4% | +68.8% |
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