+53.7%
BKR vs MTSI
+498.4%
-444.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +6.3% | +29.1% | -22.8% | +0.6% |
| 30D | -13.0% | -20.4% | +7.4% | -9.6% |
| 3M | -23.6% | -20.9% | -2.7% | -21.1% |
| 6M | -24.5% | -32.3% | +7.8% | -20.5% |
| YTD | +9.0% | +43.5% | -34.5% | -3.7% |
| 1Y | +4.4% | +43.8% | -39.4% | -8.0% |
| 3Y | +51.4% | +218.8% | -167.3% | +9.1% |
| 5Y | +124.4% | +228.3% | -103.9% | +56.5% |
| All | +53.7% | +498.4% | -444.7% | -19.5% |
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