+477.8%
MTSI vs BB
+28.9%
+448.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | -3.8% | +11.6% | -15.4% | -6.3% |
| 30D | -31.4% | +2.6% | -34.0% | -31.5% |
| 3M | -23.8% | +3.5% | -27.3% | -24.3% |
| 6M | -37.1% | +43.5% | -80.6% | -43.1% |
| YTD | +32.2% | +141.2% | -108.9% | +4.5% |
| 1Y | +26.9% | +97.4% | -70.5% | +5.0% |
| 3Y | +193.7% | +151.1% | +42.6% | +116.8% |
| 5Y | +218.0% | -12.8% | +230.8% | +186.2% |
| 10Y | +477.8% | +27.5% | +450.3% | +239.0% |
| All | +477.8% | +28.9% | +448.8% | +239.0% |
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