+465.4%
BE vs MTSI
+208.2%
+257.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.0% | +2.9% | +5.0% |
| 7D | -1.2% | +3.5% | -4.7% | -3.8% |
| 30D | -30.9% | -30.3% | -0.6% | -9.4% |
| 3M | -11.6% | -26.0% | +14.4% | +9.1% |
| 6M | -25.7% | -36.1% | +10.4% | +3.1% |
| YTD | +123.1% | +34.3% | +88.8% | +73.3% |
| 1Y | +43.4% | +35.3% | +8.1% | +13.7% |
| 3Y | +1,683.6% | +217.6% | +1,466.0% | +574.4% |
| 5Y | +465.4% | +210.1% | +255.3% | +96.9% |
| All | +465.4% | +208.2% | +257.2% | +96.9% |
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 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