+468.8%
MTSI vs BAH
+198.8%
+270.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +10.0% | +1.7% | +8.3% | +9.6% |
| 30D | -20.3% | +20.8% | -41.1% | -24.0% |
| 3M | -24.4% | +11.6% | -36.0% | -27.1% |
| 6M | -39.2% | +23.1% | -62.3% | -43.4% |
| YTD | +35.5% | +5.3% | +30.2% | +29.4% |
| 1Y | +43.0% | +6.1% | +36.9% | +35.8% |
| 3Y | +196.3% | -27.5% | +223.7% | +204.1% |
| 5Y | +210.0% | +6.2% | +203.8% | +160.5% |
| All | +468.8% | +198.8% | +270.0% | +198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling