+183.6%
MTSI vs BAX
-63.7%
+247.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.3% | +10.7% |
| 7D | -10.0% | +12.1% | -22.1% | -11.6% |
| 30D | -37.2% | +7.6% | -44.8% | -38.0% |
| 3M | -30.1% | -4.5% | -25.6% | -29.6% |
| 6M | -31.9% | +52.0% | -83.9% | -38.2% |
| YTD | +23.2% | +35.1% | -12.0% | +13.2% |
| 1Y | +26.4% | +43.7% | -17.3% | +14.2% |
| 3Y | +186.2% | -20.9% | +207.1% | +191.2% |
| All | +183.6% | -63.7% | +247.3% | +243.2% |
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