+1,208.8%
MTSI vs BDX
+294.2%
+914.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | +2.1% | +8.3% | -6.2% | -1.3% |
| 3M | -29.7% | +24.4% | -54.1% | -36.8% |
| 6M | +12.5% | +9.2% | +3.4% | +7.2% |
| YTD | +57.0% | +22.7% | +34.3% | +41.2% |
| 1Y | +103.9% | +25.9% | +78.0% | +80.6% |
| 3Y | +223.6% | -10.5% | +234.0% | +228.5% |
| 5Y | +321.6% | +1.9% | +319.6% | +286.4% |
| 10Y | +517.7% | +58.7% | +459.0% | +310.2% |
| All | +1,208.8% | +294.2% | +914.5% | +315.5% |
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