+161.4%
BKR vs MTSI
+1,308.1%
-1,146.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.9% |
| 7D | +1.7% | +1.4% | +0.4% | +1.4% |
| 30D | +3.3% | +2.1% | +1.3% | +2.3% |
| 3M | -3.6% | -29.7% | +26.1% | +2.1% |
| 6M | +5.0% | +12.5% | -7.5% | 0.0% |
| YTD | +40.9% | +57.0% | -16.1% | +24.5% |
| 1Y | +39.2% | +103.9% | -64.7% | +15.7% |
| 3Y | +83.7% | +223.6% | -139.8% | +35.3% |
| 5Y | +207.5% | +321.6% | -114.0% | +109.9% |
| 10Y | +136.3% | +517.7% | -381.4% | +29.2% |
| All | +161.4% | +1,308.1% | -1,146.7% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling