+512.4%
MTSI vs BBY
+292.2%
+220.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.0% | +9.3% | +9.9% |
| 7D | +7.2% | +3.7% | +3.4% | +6.0% |
| 30D | -18.4% | +20.9% | -39.3% | -24.7% |
| 3M | -16.7% | +27.6% | -44.3% | -25.7% |
| 6M | -31.7% | +86.9% | -118.6% | -49.2% |
| YTD | +45.9% | +63.3% | -17.5% | +12.6% |
| 1Y | +47.0% | +42.6% | +4.4% | +20.4% |
| 3Y | +224.1% | +89.8% | +134.3% | +118.8% |
| 5Y | +238.5% | -0.1% | +238.6% | +198.4% |
| All | +512.4% | +292.2% | +220.2% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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