-30.2%
MSTZ vs BBAI
-40.5%
+10.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +1.0% |
| 7D | -29.7% | -4.3% | -25.5% | -31.3% |
| 30D | -65.3% | -3.6% | -61.7% | -65.0% |
| 3M | -57.3% | -38.8% | -18.5% | -66.5% |
| 6M | -61.6% | -23.8% | -37.9% | -61.9% |
| YTD | -78.3% | -45.9% | -32.4% | -78.9% |
| 1Y | -30.2% | -40.8% | +10.5% | -29.7% |
| All | -30.2% | -40.5% | +10.3% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling