-30.1%
MTSI vs BAX
-5.9%
-24.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.3% | +11.0% |
| 7D | -10.0% | +12.1% | -22.1% | -3.8% |
| 30D | -37.2% | +7.6% | -44.8% | -33.1% |
| 3M | -30.1% | -4.5% | -25.6% | -36.0% |
| All | -30.1% | -5.9% | -24.2% | -36.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling