+97.6%
BKR vs MTSI
+1,085.8%
-988.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 3M | -25.1% | -23.8% | -1.3% | -22.1% |
| 6M | -24.6% | -37.1% | +12.5% | -19.5% |
| YTD | +6.5% | +32.2% | -25.7% | -3.7% |
| 1Y | -0.6% | +26.9% | -27.5% | -9.6% |
| 3Y | +48.0% | +193.7% | -145.7% | +10.1% |
| 5Y | +122.0% | +218.0% | -96.1% | +58.5% |
| 10Y | +49.3% | +477.8% | -428.4% | -17.9% |
| All | +97.6% | +1,085.8% | -988.2% | -6.2% |
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