+15.5%
BND vs MTSI
+529.6%
-514.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | +0.1% | +4.9% | -4.7% | +0.1% |
| 30D | -0.4% | -11.6% | +11.2% | -0.3% |
| 3M | -0.2% | -24.1% | +23.8% | -0.1% |
| 6M | -1.2% | +32.4% | -33.6% | -1.4% |
| YTD | -0.3% | +60.4% | -60.8% | -0.7% |
| 1Y | +0.4% | +111.0% | -110.6% | -0.2% |
| 3Y | +13.4% | +246.1% | -232.7% | +12.1% |
| 5Y | -1.5% | +340.3% | -341.8% | -2.9% |
| 10Y | +15.5% | +539.5% | -524.1% | +13.8% |
| All | +15.5% | +529.6% | -514.1% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling