-61.6%
MSTZ vs BBAI
-24.1%
-37.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +0.6% |
| 7D | -29.7% | -4.3% | -25.5% | -31.7% |
| 30D | -65.3% | -3.6% | -61.7% | -65.0% |
| 3M | -57.3% | -38.8% | -18.5% | -67.3% |
| 6M | -61.6% | -23.8% | -37.9% | -63.6% |
| All | -61.6% | -24.1% | -37.6% | -63.6% |
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