+139.9%
BKR vs MTSI
+571.2%
-431.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.6% | -1.3% |
| 7D | -1.5% | +11.1% | -12.6% | -3.7% |
| 30D | -0.7% | -3.7% | +3.0% | -0.3% |
| 3M | +0.5% | -20.2% | +20.7% | +3.8% |
| 6M | +6.6% | +30.8% | -24.2% | -1.7% |
| YTD | +41.3% | +67.0% | -25.8% | +22.5% |
| 1Y | +42.2% | +120.4% | -78.2% | +15.3% |
| 3Y | +83.4% | +260.4% | -176.9% | +30.4% |
| 5Y | +203.6% | +356.3% | -152.6% | +100.5% |
| 10Y | +139.9% | +581.1% | -441.1% | +21.2% |
| All | +139.9% | +571.2% | -431.2% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling