+468.8%
MTSI vs BB
+21.8%
+447.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -4.9% |
| 7D | +10.0% | +1.8% | +8.2% | +9.6% |
| 30D | -20.3% | +8.1% | -28.5% | -21.5% |
| 3M | -24.4% | -1.0% | -23.4% | -24.0% |
| 6M | -39.2% | +45.9% | -85.1% | -45.1% |
| YTD | +35.5% | +134.8% | -99.3% | +7.9% |
| 1Y | +43.0% | +104.6% | -61.6% | +17.4% |
| 3Y | +196.3% | +152.8% | +43.4% | +118.7% |
| 5Y | +210.0% | -17.4% | +227.5% | +182.8% |
| All | +468.8% | +21.8% | +447.0% | +238.3% |
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