+61.7%
MTSI vs BG
+7.2%
+54.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -10.7% | -3.8% | -6.9% | -10.7% |
| 30D | -29.0% | -9.6% | -19.4% | -29.0% |
| 3M | -14.7% | -8.5% | -6.2% | -15.2% |
| 6M | -20.1% | -23.0% | +3.0% | -19.4% |
| YTD | +36.1% | +10.9% | +25.2% | +41.5% |
| 1Y | +61.7% | +6.0% | +55.8% | +65.2% |
| All | +61.7% | +7.2% | +54.6% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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