-1.4%
BAC vs MTSI
+35.9%
-37.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.2% |
| 7D | +3.2% | +10.0% | -6.8% | +2.8% |
| 30D | -0.7% | -20.3% | +19.6% | -0.2% |
| 3M | -20.0% | -24.4% | +4.4% | -19.6% |
| 6M | +3.4% | -39.2% | +42.6% | +3.7% |
| YTD | -5.7% | +35.5% | -41.2% | -8.8% |
| 1Y | -1.4% | +43.0% | -44.5% | -5.4% |
| All | -1.4% | +35.9% | -37.3% | -5.4% |
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