+103.9%
MTSI vs BAH
-28.2%
+132.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.1% |
| 7D | +1.4% | -3.2% | +4.6% | +0.7% |
| 30D | +2.1% | +2.0% | +0.1% | +2.5% |
| 3M | -29.7% | -7.6% | -22.1% | -28.7% |
| 6M | +12.5% | -5.7% | +18.2% | +14.7% |
| YTD | +57.0% | -11.7% | +68.7% | +59.8% |
| 1Y | +103.9% | -27.4% | +131.3% | +111.9% |
| All | +103.9% | -28.2% | +132.2% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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