+9.7%
BKR vs MTSI
+59.5%
-49.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.4% |
| 7D | -8.8% | -10.7% | +1.9% | -7.6% |
| 30D | -13.1% | -29.0% | +15.9% | -10.0% |
| 3M | -18.9% | -14.7% | -4.2% | -18.0% |
| 6M | -27.2% | -20.1% | -7.1% | -25.5% |
| YTD | +10.7% | +36.1% | -25.4% | +10.7% |
| 1Y | +9.7% | +61.7% | -52.1% | +7.2% |
| All | +9.7% | +59.5% | -49.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling