+228.3%
MTSI vs BBAI
-79.3%
+307.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.0% | +8.4% | -1.3% |
| 7D | +29.1% | -6.8% | +35.9% | +29.4% |
| 30D | -20.4% | -13.4% | -7.0% | -20.0% |
| 3M | -20.9% | -36.5% | +15.6% | -19.8% |
| 6M | -32.3% | -50.6% | +18.3% | -30.9% |
| YTD | +43.5% | -61.7% | +105.2% | +47.0% |
| 1Y | +43.8% | -71.1% | +114.9% | +48.2% |
| 3Y | +218.8% | +32.7% | +186.1% | +216.9% |
| 5Y | +228.3% | -79.2% | +307.6% | +232.9% |
| All | +228.3% | -79.3% | +307.6% | +232.9% |
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 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