+238.5%
MTSI vs BAX
-63.3%
+301.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.3% | +10.6% | +10.4% |
| 7D | +7.2% | -0.6% | +7.8% | +7.4% |
| 30D | -18.4% | +6.3% | -24.7% | -19.3% |
| 3M | -16.7% | -4.6% | -12.1% | -16.1% |
| 6M | -31.7% | +50.4% | -82.1% | -37.8% |
| YTD | +45.9% | +38.0% | +7.9% | +33.5% |
| 1Y | +47.0% | +44.6% | +2.4% | +32.8% |
| 3Y | +224.1% | -15.1% | +239.2% | +225.0% |
| 5Y | +238.5% | -63.3% | +301.8% | +305.7% |
| All | +238.5% | -63.3% | +301.8% | +305.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling