+22.6%
BAC vs MTSI
+206.4%
-183.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.9% |
| 7D | +3.2% | +10.0% | -6.8% | +1.5% |
| 30D | -0.7% | -20.3% | +19.6% | +2.1% |
| 3M | -20.0% | -24.4% | +4.4% | -17.5% |
| 6M | +3.4% | -39.2% | +42.6% | +9.5% |
| YTD | -5.7% | +35.5% | -41.2% | -17.6% |
| 1Y | -1.4% | +43.0% | -44.5% | -15.2% |
| 3Y | +97.9% | +196.3% | -98.3% | +33.4% |
| All | +22.6% | +206.4% | -183.8% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling