+196.3%
MTSI vs BG
+6.5%
+189.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -5.7% |
| 7D | +10.0% | +2.6% | +7.4% | +9.8% |
| 30D | -20.3% | -6.7% | -13.7% | -20.0% |
| 3M | -24.4% | -9.3% | -15.2% | -24.0% |
| 6M | -39.2% | -18.3% | -20.8% | -38.2% |
| YTD | +35.5% | +16.2% | +19.3% | +32.6% |
| 1Y | +43.0% | +7.6% | +35.4% | +40.9% |
| 3Y | +196.3% | +6.6% | +189.7% | +203.1% |
| All | +196.3% | +6.5% | +189.8% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling