+1,208.8%
MTSI vs BB
-41.6%
+1,250.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -5.6% | +7.0% | +2.6% |
| 30D | +2.1% | -11.8% | +13.9% | +4.8% |
| 3M | -29.7% | -25.5% | -4.2% | -25.6% |
| 6M | +12.5% | +121.3% | -108.7% | -5.9% |
| YTD | +57.0% | +103.2% | -46.1% | +33.4% |
| 1Y | +103.9% | +102.6% | +1.3% | +72.4% |
| 3Y | +223.6% | +37.5% | +186.1% | +180.8% |
| 5Y | +321.6% | -30.4% | +352.0% | +301.4% |
| 10Y | +517.7% | 0.0% | +517.7% | +354.6% |
| All | +1,208.8% | -41.6% | +1,250.3% | +843.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling