+103.9%
MTSI vs BAM
-8.8%
+112.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.8% | +3.3% |
| 7D | +1.4% | -2.0% | +3.4% | +2.0% |
| 30D | +2.1% | -2.9% | +5.0% | +2.7% |
| 3M | -29.7% | +9.4% | -39.1% | -32.1% |
| 6M | +12.5% | +10.8% | +1.8% | +7.4% |
| YTD | +57.0% | -0.4% | +57.5% | +54.7% |
| 1Y | +103.9% | -10.9% | +114.8% | +113.1% |
| All | +103.9% | -8.8% | +112.7% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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