+532.2%
BE vs MTSI
+206.4%
+325.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -0.6% |
| 7D | +10.8% | +10.0% | +0.8% | +3.6% |
| 30D | -19.8% | -20.3% | +0.6% | -5.0% |
| 3M | -18.7% | -24.4% | +5.7% | -1.2% |
| 6M | -33.7% | -39.2% | +5.4% | -4.3% |
| YTD | +121.0% | +35.5% | +85.5% | +70.9% |
| 1Y | +85.4% | +43.0% | +42.4% | +40.3% |
| 3Y | +1,709.5% | +196.3% | +1,513.3% | +630.7% |
| All | +532.2% | +206.4% | +325.8% | +121.9% |
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