+471.4%
MTSI vs BB
+33.0%
+438.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.5% | +3.5% | +7.6% |
| 7D | +3.5% | +15.0% | -11.4% | +0.2% |
| 30D | -30.3% | +3.5% | -33.8% | -30.6% |
| 3M | -26.0% | +2.7% | -28.7% | -26.4% |
| 6M | -36.1% | +44.7% | -80.8% | -42.3% |
| YTD | +34.3% | +143.3% | -109.0% | +5.9% |
| 1Y | +35.3% | +102.2% | -66.9% | +11.2% |
| 3Y | +217.6% | +156.1% | +61.5% | +133.4% |
| 5Y | +210.1% | -17.6% | +227.7% | +182.1% |
| 10Y | +471.4% | +29.0% | +442.5% | +236.6% |
| All | +471.4% | +33.0% | +438.4% | +236.6% |
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