+512.7%
MTSI vs BB
+31.7%
+481.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.8% | +7.5% | +9.6% |
| 7D | +7.2% | +7.3% | -0.1% | +5.7% |
| 30D | -18.4% | +11.2% | -29.7% | -20.3% |
| 3M | -16.7% | +4.7% | -21.4% | -17.5% |
| 6M | -31.7% | +51.1% | -82.8% | -39.0% |
| YTD | +45.9% | +148.0% | -102.1% | +14.5% |
| 1Y | +47.0% | +106.1% | -59.1% | +20.3% |
| 3Y | +224.1% | +158.2% | +65.8% | +137.7% |
| 5Y | +238.5% | -10.8% | +249.3% | +202.9% |
| 10Y | +512.7% | +29.3% | +483.4% | +257.9% |
| All | +512.7% | +31.7% | +481.0% | +257.9% |
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