+43.8%
MTSI vs BAH
+3.0%
+40.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +29.1% | -2.6% | +31.7% | +28.0% |
| 30D | -20.4% | +20.4% | -40.8% | -14.5% |
| 3M | -20.9% | +11.9% | -32.8% | -16.0% |
| 6M | -32.3% | +17.1% | -49.4% | -25.3% |
| YTD | +43.5% | +5.5% | +38.0% | +55.9% |
| 1Y | +43.8% | +5.6% | +38.2% | +56.8% |
| All | +43.8% | +3.0% | +40.8% | +56.8% |
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