+31.7%
BP vs MTSI
+35.9%
-4.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.4% |
| 7D | +2.6% | +10.0% | -7.4% | +3.0% |
| 30D | -6.4% | -20.3% | +14.0% | -7.3% |
| 3M | +8.0% | -24.4% | +32.4% | +6.9% |
| 6M | +6.0% | -39.2% | +45.2% | +4.0% |
| YTD | +36.5% | +35.5% | +1.0% | +35.4% |
| 1Y | +31.7% | +43.0% | -11.3% | +29.7% |
| All | +31.7% | +35.9% | -4.2% | +29.7% |
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