+135.7%
BP vs MTSI
+539.0%
-403.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | +0.2% |
| 7D | -0.8% | +7.2% | -7.9% | -2.0% |
| 30D | -3.1% | -18.4% | +15.3% | -1.4% |
| 3M | +6.2% | -16.7% | +22.8% | +7.1% |
| 6M | +4.8% | -31.7% | +36.5% | +7.4% |
| YTD | +35.2% | +45.9% | -10.7% | +22.2% |
| 1Y | +27.4% | +47.0% | -19.6% | +14.9% |
| 3Y | +49.8% | +224.1% | -174.3% | +15.6% |
| 5Y | +109.4% | +238.5% | -129.1% | +56.9% |
| 10Y | +135.7% | +512.7% | -377.0% | +43.0% |
| All | +135.7% | +539.0% | -403.3% | +43.0% |
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