-86.8%
MSTU vs BBAI
+82.5%
-169.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.6% |
| 7D | +16.1% | -1.0% | +17.2% | +16.9% |
| 30D | +68.7% | -10.7% | +79.4% | +79.9% |
| 3M | -11.0% | -32.3% | +21.3% | +9.6% |
| 6M | -33.4% | -31.3% | -2.1% | -17.9% |
| YTD | -59.5% | -45.9% | -13.6% | -44.3% |
| 1Y | -93.4% | -40.0% | -53.3% | -91.3% |
| All | -86.8% | +82.5% | -169.3% | -91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling