+193.7%
MTSI vs BB
+152.5%
+41.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | -3.8% | +11.6% | -15.4% | -6.7% |
| 30D | -31.4% | +2.6% | -34.0% | -31.5% |
| 3M | -23.8% | +3.5% | -27.3% | -24.4% |
| 6M | -37.1% | +43.5% | -80.6% | -43.2% |
| YTD | +32.2% | +141.2% | -108.9% | +3.2% |
| 1Y | +26.9% | +97.4% | -70.5% | +4.1% |
| 3Y | +193.7% | +151.1% | +42.6% | +106.8% |
| All | +193.7% | +152.5% | +41.3% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling