+451.3%
MTSI vs BB
+23.8%
+427.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.4% | +6.4% | +9.7% |
| 7D | -10.0% | +3.8% | -13.8% | -10.6% |
| 30D | -37.2% | -0.3% | -36.8% | -36.9% |
| 3M | -30.1% | -0.5% | -29.6% | -29.9% |
| 6M | -31.9% | +45.9% | -77.8% | -38.6% |
| YTD | +23.2% | +130.6% | -107.4% | -1.6% |
| 1Y | +26.4% | +89.2% | -62.8% | +5.7% |
| 3Y | +186.2% | +137.5% | +48.7% | +114.1% |
| 5Y | +187.0% | -20.9% | +208.0% | +164.0% |
| All | +451.3% | +23.8% | +427.5% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling