+526.2%
BE vs MTSI
+210.3%
+316.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.6% |
| 7D | -12.1% | -10.7% | -1.5% | -4.0% |
| 30D | -30.1% | -29.0% | -1.1% | -9.6% |
| 3M | -12.1% | -14.7% | +2.6% | -4.6% |
| 6M | -30.6% | -20.1% | -10.5% | -19.9% |
| YTD | +130.6% | +36.1% | +94.5% | +77.4% |
| 1Y | +55.3% | +61.7% | -6.5% | +7.2% |
| 3Y | +1,755.6% | +210.7% | +1,544.9% | +614.8% |
| All | +526.2% | +210.3% | +316.0% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling