+539.5%
MTSI vs BG
+159.1%
+380.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.6% |
| 7D | +4.9% | +2.4% | +2.5% | +3.9% |
| 30D | -11.6% | +15.0% | -26.6% | -16.2% |
| 3M | -24.1% | -0.7% | -23.4% | -24.3% |
| 6M | +32.4% | +7.5% | +24.9% | +27.5% |
| YTD | +60.4% | +41.6% | +18.8% | +38.9% |
| 1Y | +111.0% | +50.7% | +60.3% | +77.1% |
| 3Y | +246.1% | +20.3% | +225.9% | +208.1% |
| 5Y | +340.3% | +85.2% | +255.1% | +205.4% |
| 10Y | +539.5% | +160.6% | +378.9% | +248.7% |
| All | +539.5% | +159.1% | +380.4% | +248.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling