+252.2%
MTSI vs BBAI
-77.8%
+330.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | -14.6% | +4.6% | -9.5% |
| 30D | -37.2% | -11.6% | -25.6% | -36.9% |
| 3M | -30.1% | -26.2% | -3.8% | -29.4% |
| 6M | -31.9% | -49.2% | +17.3% | -30.6% |
| YTD | +23.2% | -58.9% | +82.1% | +25.9% |
| 1Y | +26.4% | -60.8% | +87.2% | +29.2% |
| 3Y | +186.2% | +51.0% | +135.1% | +183.9% |
| 5Y | +187.0% | -77.7% | +264.7% | +188.8% |
| All | +252.2% | -77.8% | +330.0% | +255.0% |
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