+471.4%
MTSI vs BAX
-35.6%
+507.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.2% |
| 7D | +3.5% | +9.0% | -5.5% | +0.9% |
| 30D | -30.3% | +8.5% | -38.8% | -32.4% |
| 3M | -26.0% | -4.1% | -21.9% | -25.5% |
| 6M | -36.1% | +46.9% | -83.0% | -45.5% |
| YTD | +34.3% | +38.4% | -4.1% | +14.7% |
| 1Y | +35.3% | +47.0% | -11.7% | +12.3% |
| 3Y | +217.6% | -14.9% | +232.6% | +211.8% |
| 5Y | +210.1% | -62.5% | +272.6% | +353.3% |
| 10Y | +471.4% | -33.9% | +505.3% | +521.6% |
| All | +471.4% | -35.6% | +507.1% | +521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling