+120.4%
MTSI vs BDX
+22.7%
+97.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.2% |
| 7D | +11.1% | -3.6% | +14.6% | +10.8% |
| 30D | -3.7% | +0.7% | -4.4% | -3.7% |
| 3M | -20.2% | +19.0% | -39.2% | -19.6% |
| 6M | +30.8% | +10.8% | +20.0% | +32.3% |
| YTD | +67.0% | +20.1% | +46.9% | +70.4% |
| 1Y | +120.4% | +23.1% | +97.4% | +128.2% |
| All | +120.4% | +22.7% | +97.8% | +128.2% |
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