-76.1%
MSTU vs BBAI
-51.1%
-25.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -10.0% | -2.9% | -2.0% |
| 7D | -23.0% | -6.8% | -16.2% | -18.1% |
| 30D | -47.7% | -13.4% | -34.3% | -38.7% |
| 3M | +12.5% | -36.5% | +49.0% | +93.0% |
| 6M | -76.1% | -50.6% | -25.5% | -48.8% |
| All | -76.1% | -51.1% | -25.0% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling