+26.6%
BE vs MTSI
+38.8%
-12.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.8% | -7.4% | -5.8% |
| 7D | -14.7% | -10.0% | -4.7% | -7.0% |
| 30D | -40.5% | -37.2% | -3.3% | -12.0% |
| 3M | -24.3% | -30.1% | +5.7% | -0.3% |
| 6M | -39.3% | -31.9% | -7.4% | -19.6% |
| YTD | +99.4% | +23.2% | +76.2% | +25.5% |
| 1Y | +26.6% | +26.4% | +0.2% | -22.4% |
| All | +26.6% | +38.8% | -12.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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