+911.5%
BE vs MTSI
+1,083.8%
-172.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +5.1% |
| 7D | +20.0% | +1.4% | +18.6% | +19.0% |
| 30D | +7.9% | +2.1% | +5.8% | +4.9% |
| 3M | -13.2% | -29.7% | +16.5% | +9.3% |
| 6M | +53.5% | +12.5% | +40.9% | +43.8% |
| YTD | +191.0% | +57.0% | +134.0% | +121.5% |
| 1Y | +360.5% | +103.9% | +256.6% | +206.3% |
| 3Y | +1,568.0% | +223.6% | +1,344.4% | +713.8% |
| 5Y | +1,055.2% | +321.6% | +733.6% | +384.7% |
| All | +911.5% | +1,083.8% | -172.3% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling