+44.7%
BP vs MTSI
+153.8%
-109.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -18.4% | +16.4% | -1.2% |
| 7D | -11.2% | -24.6% | +13.4% | -10.3% |
| 30D | -0.7% | -45.7% | +45.0% | +1.6% |
| 3M | +9.8% | -27.7% | +37.6% | +10.5% |
| 6M | -1.6% | -37.3% | +35.7% | -0.9% |
| YTD | +33.5% | +11.1% | +22.4% | +25.4% |
| 1Y | +31.7% | +27.2% | +4.6% | +21.3% |
| All | +44.7% | +153.8% | -109.1% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling