+215.7%
BKR vs MTSI
+331.9%
-116.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | +0.4% | +4.9% | -4.5% | -0.6% |
| 30D | +3.9% | -11.6% | +15.4% | +6.1% |
| 3M | -1.1% | -24.1% | +23.0% | +3.5% |
| 6M | +7.6% | +32.4% | -24.8% | -2.1% |
| YTD | +41.9% | +60.4% | -18.6% | +22.1% |
| 1Y | +42.2% | +111.0% | -68.7% | +13.2% |
| 3Y | +84.3% | +246.1% | -161.9% | +25.4% |
| 5Y | +215.7% | +340.3% | -124.6% | +94.5% |
| All | +215.7% | +331.9% | -116.2% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling