+103.9%
MTSI vs BDX
+27.3%
+76.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.4% |
| 7D | +1.4% | -2.5% | +3.9% | +1.2% |
| 30D | +2.1% | +8.3% | -6.2% | +2.4% |
| 3M | -29.7% | +24.4% | -54.1% | -29.5% |
| 6M | +12.5% | +9.2% | +3.4% | +14.3% |
| YTD | +57.0% | +22.7% | +34.3% | +60.4% |
| 1Y | +103.9% | +25.9% | +78.0% | +110.5% |
| All | +103.9% | +27.3% | +76.6% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling