+113.0%
BP vs MTSI
+1,308.1%
-1,195.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.1% |
| 7D | +3.9% | +1.4% | +2.6% | +3.7% |
| 30D | +7.6% | +2.1% | +5.5% | +6.9% |
| 3M | +0.7% | -29.7% | +30.4% | +4.5% |
| 6M | +15.5% | +12.5% | +3.0% | +10.9% |
| YTD | +30.8% | +57.0% | -26.2% | +19.2% |
| 1Y | +34.3% | +103.9% | -69.6% | +17.0% |
| 3Y | +35.1% | +223.6% | -188.5% | +6.9% |
| 5Y | +126.8% | +321.6% | -194.7% | +69.2% |
| 10Y | +123.4% | +517.7% | -394.4% | +40.0% |
| All | +113.0% | +1,308.1% | -1,195.1% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling