+31.2%
BND vs MTSI
+1,004.6%
-973.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -10.9% | -0.1% |
| 7D | 0.0% | -10.0% | +10.0% | +0.1% |
| 30D | +2.3% | -37.2% | +39.5% | +2.4% |
| 3M | -0.2% | -30.1% | +29.8% | -0.1% |
| 6M | -1.0% | -31.9% | +30.9% | -0.9% |
| YTD | -0.4% | +23.2% | -23.6% | -0.5% |
| 1Y | -0.1% | +26.4% | -26.5% | -0.3% |
| 3Y | +15.1% | +186.2% | -171.0% | +14.6% |
| 5Y | -1.5% | +187.0% | -188.6% | -2.0% |
| 10Y | +16.0% | +460.4% | -444.3% | +15.5% |
| All | +31.2% | +1,004.6% | -973.4% | +30.9% |
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