-87.5%
MSTU vs BBAI
+76.9%
-164.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.4% | -4.0% |
| 7D | +12.9% | -4.1% | +17.0% | +15.4% |
| 30D | +68.3% | -12.4% | +80.7% | +81.3% |
| 3M | +0.4% | -29.1% | +29.4% | +20.7% |
| 6M | -41.5% | -32.6% | -8.9% | -27.2% |
| YTD | -61.7% | -47.6% | -14.1% | -46.5% |
| 1Y | -93.7% | -41.0% | -52.6% | -91.6% |
| All | -87.5% | +76.9% | -164.4% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling