-85.6%
MSTU vs BBAI
+82.5%
-168.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.1% | -2.2% |
| 7D | +21.3% | -4.3% | +25.6% | +24.5% |
| 30D | +90.8% | -3.6% | +94.4% | +96.5% |
| 3M | -6.8% | -38.8% | +32.0% | +20.5% |
| 6M | -39.8% | -23.8% | -16.1% | -29.5% |
| YTD | -55.7% | -45.9% | -9.8% | -39.0% |
| 1Y | -92.7% | -40.8% | -51.9% | -90.3% |
| All | -85.6% | +82.5% | -168.1% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling