+1,002.1%
MTSI vs BDX
+356.4%
+645.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -3.8% | +7.3% | -11.1% | -6.6% |
| 30D | -31.4% | +15.7% | -47.1% | -35.7% |
| 3M | -23.8% | +19.1% | -42.8% | -29.8% |
| 6M | -37.1% | +44.1% | -81.2% | -47.3% |
| YTD | +32.2% | +42.1% | -9.8% | +11.0% |
| 1Y | +26.9% | +52.6% | -25.7% | +2.7% |
| 3Y | +193.7% | +22.6% | +171.2% | +154.1% |
| 5Y | +218.0% | +23.3% | +194.7% | +165.7% |
| 10Y | +477.8% | +84.8% | +392.9% | +257.1% |
| All | +1,002.1% | +356.4% | +645.7% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling