+826.3%
MTSI vs BAH
+1,272.6%
-446.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +1.2% | -19.5% | -18.6% |
| 7D | -24.6% | +6.0% | -30.6% | -25.8% |
| 30D | -45.7% | +31.1% | -76.8% | -49.5% |
| 3M | -27.7% | +25.2% | -52.9% | -32.5% |
| 6M | -37.3% | +18.9% | -56.2% | -41.3% |
| YTD | +11.1% | +8.3% | +2.8% | +4.9% |
| 1Y | +27.2% | +6.2% | +21.0% | +20.5% |
| 3Y | +153.7% | -22.8% | +176.4% | +154.6% |
| 5Y | +159.0% | +13.6% | +145.4% | +119.6% |
| 10Y | +405.6% | +240.2% | +165.4% | +193.1% |
| All | +826.3% | +1,272.6% | -446.3% | +371.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling