+1,574.6%
BE vs MTSI
+224.7%
+1,349.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +4.8% |
| 7D | +20.0% | +1.4% | +18.6% | +18.9% |
| 30D | +7.9% | +2.1% | +5.8% | +4.3% |
| 3M | -13.2% | -29.7% | +16.5% | +12.0% |
| 6M | +53.5% | +12.5% | +40.9% | +41.8% |
| YTD | +191.0% | +57.0% | +134.0% | +114.8% |
| 1Y | +360.5% | +103.9% | +256.6% | +197.1% |
| All | +1,574.6% | +224.7% | +1,349.9% | +686.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling