-99.3%
MSTZ vs BBAI
+43.7%
-143.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.6% |
| 7D | +31.0% | -10.2% | +41.2% | +26.0% |
| 30D | +34.0% | 0.0% | +34.0% | +39.3% |
| 3M | -67.7% | -30.9% | -36.8% | -70.9% |
| 6M | -14.9% | -46.8% | +31.8% | -26.7% |
| YTD | -79.1% | -57.4% | -21.7% | -80.6% |
| 1Y | -58.9% | -62.0% | +3.1% | -61.9% |
| All | -99.3% | +43.7% | -143.0% | -97.7% |
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 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