-92.4%
MSTU vs BBAI
+19.4%
-111.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.7% | +2.7% | -1.2% |
| 7D | -25.8% | -14.0% | -11.8% | -20.3% |
| 30D | -43.9% | -12.4% | -31.5% | -39.4% |
| 3M | +2.9% | -42.8% | +45.7% | +38.9% |
| 6M | -75.5% | -54.6% | -20.9% | -62.6% |
| YTD | -76.7% | -64.6% | -12.1% | -59.9% |
| 1Y | -88.9% | -69.9% | -19.1% | -79.7% |
| All | -92.4% | +19.4% | -111.8% | -94.0% |
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