+340.3%
MTSI vs BDX
-1.5%
+341.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.2% | +2.5% |
| 7D | +4.9% | -4.3% | +9.2% | +5.4% |
| 30D | -11.6% | +1.3% | -12.9% | -11.8% |
| 3M | -24.1% | +20.2% | -44.3% | -26.2% |
| 6M | +32.4% | +8.6% | +23.8% | +30.8% |
| YTD | +60.4% | +19.0% | +41.5% | +56.1% |
| 1Y | +111.0% | +21.2% | +89.8% | +104.5% |
| 3Y | +246.1% | -9.7% | +255.8% | +255.8% |
| 5Y | +340.3% | -3.4% | +343.7% | +329.6% |
| All | +340.3% | -1.5% | +341.8% | +329.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling