+4.4%
BKR vs MTSI
+43.1%
-38.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +6.3% | +29.1% | -22.8% | +2.2% |
| 30D | -13.0% | -20.4% | +7.4% | -11.5% |
| 3M | -23.6% | -20.9% | -2.7% | -22.5% |
| 6M | -24.5% | -32.3% | +7.8% | -22.5% |
| YTD | +9.0% | +43.5% | -34.5% | +9.6% |
| 1Y | +4.4% | +43.8% | -39.4% | +4.6% |
| All | +4.4% | +43.1% | -38.7% | +4.6% |
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 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