+55.5%
BKR vs MTSI
+465.0%
-409.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.3% |
| 7D | +3.8% | +10.0% | -6.2% | +1.6% |
| 30D | -10.3% | -20.3% | +10.1% | -6.8% |
| 3M | -21.7% | -24.4% | +2.7% | -18.4% |
| 6M | -23.8% | -39.2% | +15.4% | -18.0% |
| YTD | +10.3% | +35.5% | -25.2% | -1.5% |
| 1Y | +5.7% | +43.0% | -37.3% | -6.8% |
| 3Y | +52.6% | +196.3% | -143.6% | +11.6% |
| 5Y | +127.1% | +210.0% | -82.9% | +60.2% |
| All | +55.5% | +465.0% | -409.5% | -17.6% |
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