+29.9%
BND vs MTSI
+1,186.7%
-1,156.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -1.4% | +29.1% | -30.5% | -1.5% |
| 30D | +0.8% | -20.4% | +21.2% | +0.9% |
| 3M | -1.2% | -20.9% | +19.7% | -1.2% |
| 6M | -1.4% | -32.3% | +30.9% | -1.3% |
| YTD | -1.3% | +43.5% | -44.8% | -1.5% |
| 1Y | -1.2% | +43.8% | -45.1% | -1.4% |
| 3Y | +13.7% | +218.8% | -205.0% | +13.1% |
| 5Y | -1.7% | +228.3% | -230.0% | -2.3% |
| 10Y | +17.2% | +502.6% | -485.5% | +16.5% |
| All | +29.9% | +1,186.7% | -1,156.8% | +29.6% |
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