+1,115.9%
MTSI vs BBY
+643.1%
+472.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.0% | +9.3% | +10.0% |
| 7D | +7.2% | +3.7% | +3.4% | +6.3% |
| 30D | -18.4% | +20.9% | -39.3% | -23.4% |
| 3M | -16.7% | +27.6% | -44.3% | -23.8% |
| 6M | -31.7% | +86.9% | -118.6% | -45.6% |
| YTD | +45.9% | +63.3% | -17.5% | +19.6% |
| 1Y | +47.0% | +42.6% | +4.4% | +26.0% |
| 3Y | +224.1% | +89.8% | +134.3% | +143.8% |
| 5Y | +238.5% | -0.1% | +238.6% | +206.1% |
| 10Y | +512.7% | +294.3% | +218.4% | +290.4% |
| All | +1,115.9% | +643.1% | +472.8% | +664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling