+218.0%
MTSI vs BDX
+24.3%
+193.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -3.8% | +7.3% | -11.1% | -4.2% |
| 30D | -31.4% | +15.7% | -47.1% | -32.2% |
| 3M | -23.8% | +19.1% | -42.8% | -25.0% |
| 6M | -37.1% | +44.1% | -81.2% | -40.0% |
| YTD | +32.2% | +42.1% | -9.8% | +26.4% |
| 1Y | +26.9% | +52.6% | -25.7% | +19.7% |
| 3Y | +193.7% | +22.6% | +171.2% | +186.2% |
| 5Y | +218.0% | +23.3% | +194.7% | +209.6% |
| All | +218.0% | +24.3% | +193.8% | +209.6% |
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