-0.7%
BND vs MTSI
+30.7%
-31.4%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.1% | -3.8% | +3.7% | -0.1% |
| 30D | +1.3% | -31.4% | +32.7% | +1.5% |
| 3M | -0.7% | -23.8% | +23.0% | -0.7% |
| 6M | -1.6% | -37.1% | +35.5% | -1.3% |
| YTD | -1.0% | +32.2% | -33.2% | -1.7% |
| 1Y | -0.7% | +26.9% | -27.6% | -1.3% |
| All | -0.7% | +30.7% | -31.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling