+38.4%
MKSI vs BBAI
-71.8%
+110.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | +4.9% | -5.4% | +10.3% | +5.1% |
| 30D | -11.0% | -15.3% | +4.3% | -10.4% |
| 3M | -17.1% | -29.9% | +12.8% | -15.9% |
| 6M | +16.4% | -30.7% | +47.1% | +17.9% |
| YTD | +64.3% | -47.8% | +112.1% | +67.7% |
| 1Y | +137.7% | -40.4% | +178.1% | +141.1% |
| 3Y | +189.1% | +66.9% | +122.2% | +181.4% |
| 5Y | +83.1% | -71.4% | +154.5% | +68.6% |
| All | +38.4% | -71.8% | +110.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 all: compounded portfolio wealth divided by compounded BBAI 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…
all analysis · Full analysis span regression · 6 months rolling