+228.3%
MTSI vs BB
-14.0%
+242.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -0.7% |
| 7D | +29.1% | +9.0% | +20.1% | +25.8% |
| 30D | -20.4% | +7.7% | -28.1% | -21.8% |
| 3M | -20.9% | +4.0% | -24.9% | -21.7% |
| 6M | -32.3% | +46.6% | -78.9% | -40.6% |
| YTD | +43.5% | +140.6% | -97.1% | +6.8% |
| 1Y | +43.8% | +103.1% | -59.3% | +12.3% |
| 3Y | +218.8% | +150.5% | +68.2% | +116.0% |
| 5Y | +228.3% | -15.4% | +243.7% | +222.4% |
| All | +228.3% | -14.0% | +242.4% | +222.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling