+26.4%
MTSI vs BAH
+2.0%
+24.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.4% | +15.3% | +9.1% |
| 7D | -10.0% | -3.5% | -6.4% | -11.0% |
| 30D | -37.2% | +24.3% | -61.4% | -32.0% |
| 3M | -30.1% | +16.3% | -46.4% | -25.4% |
| 6M | -31.9% | +13.6% | -45.5% | -25.6% |
| YTD | +23.2% | +3.5% | +19.7% | +32.8% |
| 1Y | +26.4% | +2.7% | +23.7% | +36.1% |
| All | +26.4% | +2.0% | +24.4% | +36.1% |
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