+477.8%
MTSI vs BBY
+282.3%
+195.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -0.8% |
| 7D | -3.8% | +10.9% | -14.7% | -7.4% |
| 30D | -31.4% | +19.6% | -51.0% | -36.4% |
| 3M | -23.8% | +27.6% | -51.4% | -32.0% |
| 6M | -37.1% | +79.4% | -116.5% | -52.4% |
| YTD | +32.2% | +61.7% | -29.5% | +2.5% |
| 1Y | +26.9% | +40.3% | -13.4% | +4.8% |
| 3Y | +193.7% | +87.9% | +105.9% | +99.5% |
| 5Y | +218.0% | +0.2% | +217.9% | +179.9% |
| 10Y | +477.8% | +274.5% | +203.3% | +202.6% |
| All | +477.8% | +282.3% | +195.4% | +202.6% |
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