+128.6%
BP vs MTSI
+320.9%
-192.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.2% |
| 7D | +3.9% | +1.4% | +2.6% | +3.8% |
| 30D | +7.6% | +2.1% | +5.5% | +7.0% |
| 3M | +0.7% | -29.7% | +30.4% | +3.8% |
| 6M | +15.5% | +12.5% | +3.0% | +10.8% |
| YTD | +30.8% | +57.0% | -26.2% | +18.8% |
| 1Y | +34.3% | +103.9% | -69.6% | +16.2% |
| 3Y | +35.1% | +223.6% | -188.5% | +3.5% |
| All | +128.6% | +320.9% | -192.3% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling