+28.6%
BKR vs MTSI
+108.0%
-79.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.8% | -1.9% | -6.2% |
| 7D | -6.7% | +4.8% | -11.5% | -7.0% |
| 30D | -8.3% | -9.2% | +0.8% | -7.5% |
| 3M | -5.4% | -23.1% | +17.7% | -3.3% |
| 6M | +0.8% | +23.5% | -22.7% | -2.4% |
| YTD | +31.8% | +59.1% | -27.2% | +25.1% |
| 1Y | +28.6% | +106.9% | -78.3% | +16.1% |
| All | +28.6% | +108.0% | -79.4% | +16.1% |
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