+451.3%
MTSI vs BAH
+220.7%
+230.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.4% | +15.3% | +11.7% |
| 7D | -10.0% | -3.5% | -6.4% | -9.5% |
| 30D | -37.2% | +24.3% | -61.4% | -40.6% |
| 3M | -30.1% | +16.3% | -46.4% | -33.3% |
| 6M | -31.9% | +13.6% | -45.5% | -35.3% |
| YTD | +23.2% | +3.5% | +19.7% | +17.9% |
| 1Y | +26.4% | +2.7% | +23.7% | +21.0% |
| 3Y | +186.2% | -26.6% | +212.7% | +190.7% |
| 5Y | +187.0% | +8.5% | +178.5% | +136.8% |
| All | +451.3% | +220.7% | +230.6% | +158.4% |
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