+593.0%
BE vs MTSI
+828.6%
-235.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.5% | -4.1% | -7.4% |
| 7D | -14.7% | -10.0% | -4.7% | -8.2% |
| 30D | -40.5% | -37.2% | -3.3% | -19.6% |
| 3M | -24.3% | -30.1% | +5.7% | -5.6% |
| 6M | -39.3% | -31.9% | -7.4% | -23.0% |
| YTD | +99.4% | +23.2% | +76.2% | +76.3% |
| 1Y | +26.6% | +26.4% | +0.2% | +12.6% |
| 3Y | +1,616.9% | +186.2% | +1,430.8% | +806.8% |
| 5Y | +441.4% | +187.0% | +254.3% | +183.4% |
| All | +593.0% | +828.6% | -235.6% | +111.9% |
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 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