+87.4%
BAC vs MTSI
+181.3%
-93.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.9% |
| 7D | -1.2% | -10.0% | +8.8% | -0.2% |
| 30D | -7.7% | -37.2% | +29.5% | -3.0% |
| 3M | -21.2% | -30.1% | +8.9% | -18.6% |
| 6M | -6.8% | -31.9% | +25.1% | -5.1% |
| 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% | +31.5% |
| All | +87.4% | +181.3% | -93.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling