+926.7%
MTSI vs BAX
+3.6%
+923.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.3% | +10.6% |
| 7D | -10.0% | +12.1% | -22.1% | -13.5% |
| 30D | -37.2% | +7.6% | -44.8% | -39.1% |
| 3M | -30.1% | -4.5% | -25.6% | -29.5% |
| 6M | -31.9% | +52.0% | -83.9% | -43.6% |
| YTD | +23.2% | +35.1% | -12.0% | +4.6% |
| 1Y | +26.4% | +43.7% | -17.3% | +4.0% |
| 3Y | +186.2% | -20.9% | +207.1% | +188.7% |
| 5Y | +187.0% | -63.5% | +250.6% | +322.2% |
| 10Y | +460.4% | -36.0% | +496.4% | +467.2% |
| All | +926.7% | +3.6% | +923.1% | +676.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling