+26.4%
MTSI vs BAM
+2.7%
+23.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +9.9% | +10.7% |
| 7D | -10.0% | +9.7% | -19.7% | -10.9% |
| 30D | -37.2% | +19.0% | -56.2% | -39.0% |
| 3M | -30.1% | +0.6% | -30.6% | -29.3% |
| 6M | -31.9% | +11.1% | -43.0% | -33.2% |
| YTD | +23.2% | +4.2% | +19.0% | +20.5% |
| 1Y | +26.4% | +3.3% | +23.1% | +24.1% |
| All | +26.4% | +2.7% | +23.7% | +24.1% |
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