+193.7%
MTSI vs BAX
-15.3%
+209.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -3.8% | +3.6% | -7.5% | -4.2% |
| 30D | -31.4% | +8.5% | -39.9% | -32.2% |
| 3M | -23.8% | -4.9% | -18.9% | -23.2% |
| 6M | -37.1% | +47.0% | -84.1% | -42.0% |
| YTD | +32.2% | +38.4% | -6.2% | +21.3% |
| 1Y | +26.9% | +49.1% | -22.2% | +14.2% |
| 3Y | +193.7% | -14.9% | +208.6% | +192.4% |
| All | +193.7% | -15.3% | +209.1% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling