+130.2%
BP vs MTSI
+448.7%
-318.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -1.7% |
| 7D | -11.6% | -10.0% | -1.6% | -10.7% |
| 30D | 0.0% | -37.2% | +37.2% | +5.3% |
| 3M | +6.7% | -30.1% | +36.8% | +10.1% |
| 6M | +2.2% | -31.9% | +34.1% | +4.4% |
| YTD | +33.0% | +23.2% | +9.8% | +23.0% |
| 1Y | +30.7% | +26.4% | +4.3% | +20.2% |
| 3Y | +44.2% | +186.2% | -142.0% | +13.0% |
| 5Y | +105.1% | +187.0% | -81.9% | +57.2% |
| All | +130.2% | +448.7% | -318.5% | +46.3% |
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 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