+119.6%
BKR vs MTSI
+214.7%
-95.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -9.1% | -3.8% | -5.3% | -8.6% |
| 30D | -15.3% | -31.4% | +16.0% | -9.3% |
| 3M | -25.1% | -23.8% | -1.3% | -22.0% |
| 6M | -24.6% | -37.1% | +12.5% | -19.2% |
| YTD | +6.5% | +32.2% | -25.7% | -5.6% |
| 1Y | -0.6% | +26.9% | -27.5% | -11.3% |
| 3Y | +48.0% | +193.7% | -145.7% | +3.3% |
| All | +119.6% | +214.7% | -95.1% | +45.0% |
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