+1,208.8%
MTSI vs BBY
+531.3%
+677.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.5% |
| 7D | +1.4% | +9.5% | -8.1% | -1.5% |
| 30D | +2.1% | +6.8% | -4.7% | -0.7% |
| 3M | -29.7% | +28.9% | -58.6% | -35.8% |
| 6M | +12.5% | +37.8% | -25.3% | -0.8% |
| YTD | +57.0% | +38.7% | +18.3% | +36.7% |
| 1Y | +103.9% | +23.7% | +80.2% | +84.2% |
| 3Y | +223.6% | +39.1% | +184.5% | +171.6% |
| 5Y | +321.6% | -0.4% | +322.0% | +284.7% |
| 10Y | +517.7% | +234.0% | +283.7% | +317.7% |
| All | +1,208.8% | +531.3% | +677.5% | +773.8% |
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 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