+19.7%
BAC vs MTSI
+153.3%
-133.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -18.4% | +14.7% | -0.6% |
| 7D | -2.7% | -24.6% | +21.9% | +1.6% |
| 30D | -8.0% | -45.7% | +37.7% | +1.1% |
| 3M | -20.9% | -27.7% | +6.8% | -18.1% |
| 6M | -5.4% | -37.3% | +31.9% | -1.4% |
| YTD | -8.1% | +11.1% | -19.2% | -16.7% |
| 1Y | -3.1% | +27.2% | -30.3% | -15.4% |
| 3Y | +88.1% | +153.7% | -65.5% | +30.1% |
| 5Y | +19.7% | +159.0% | -139.2% | -24.9% |
| All | +19.7% | +153.3% | -133.6% | -24.9% |
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