+471.4%
MTSI vs BAH
+218.8%
+252.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +8.7% |
| 7D | +3.5% | -1.5% | +5.0% | +3.7% |
| 30D | -30.3% | +17.3% | -47.6% | -33.1% |
| 3M | -26.0% | +14.9% | -40.9% | -29.1% |
| 6M | -36.1% | +14.2% | -50.3% | -39.3% |
| YTD | +34.3% | +5.1% | +29.2% | +28.2% |
| 1Y | +35.3% | +2.1% | +33.2% | +30.1% |
| 3Y | +217.6% | -26.0% | +243.6% | +223.0% |
| 5Y | +210.1% | +9.0% | +201.1% | +157.0% |
| 10Y | +471.4% | +208.8% | +262.6% | +196.4% |
| All | +471.4% | +218.8% | +252.7% | +196.4% |
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