+178.5%
MTSI vs BAM
+84.5%
+94.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.0% | -15.3% | -16.9% |
| 7D | -24.6% | +7.9% | -32.5% | -27.3% |
| 30D | -45.7% | +16.0% | -61.8% | -49.8% |
| 3M | -27.7% | +0.6% | -28.4% | -28.5% |
| 6M | -37.3% | +10.5% | -47.8% | -41.4% |
| YTD | +11.1% | +3.2% | +7.9% | +6.6% |
| 1Y | +27.2% | +1.0% | +26.1% | +23.5% |
| 3Y | +153.7% | +84.2% | +69.4% | +87.6% |
| All | +178.5% | +84.5% | +94.0% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling