+517.6%
MTSI vs BAX
-34.3%
+551.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.4% | +3.1% |
| 7D | +1.4% | -1.1% | +2.5% | +1.8% |
| 30D | +2.1% | -5.5% | +7.5% | +3.7% |
| 3M | -29.7% | +33.5% | -63.3% | -37.6% |
| 6M | +12.5% | +35.9% | -23.3% | -1.0% |
| YTD | +57.0% | +35.4% | +21.7% | +35.8% |
| 1Y | +103.9% | +9.8% | +94.2% | +89.4% |
| 3Y | +223.6% | -32.7% | +256.3% | +254.3% |
| 5Y | +321.6% | -65.6% | +387.1% | +544.8% |
| All | +517.6% | -34.3% | +551.9% | +538.8% |
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