-88.4%
MSTU vs BBAI
+76.2%
-164.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.6% |
| 7D | -22.0% | -5.4% | -16.6% | -19.9% |
| 30D | +60.3% | -15.3% | +75.6% | +75.6% |
| 3M | -3.7% | -29.9% | +26.1% | +16.4% |
| 6M | -45.2% | -30.7% | -14.5% | -32.5% |
| YTD | -64.3% | -47.8% | -16.5% | -50.0% |
| 1Y | -94.0% | -40.4% | -53.6% | -92.1% |
| All | -88.4% | +76.2% | -164.6% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling