+210.1%
MTSI vs BG
+25.1%
+185.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +6.9% | +8.7% |
| 7D | +3.5% | +7.4% | -3.9% | +2.3% |
| 30D | -30.3% | -1.5% | -28.8% | -30.2% |
| 3M | -26.0% | -6.1% | -19.9% | -25.6% |
| 6M | -36.1% | -18.0% | -18.1% | -34.2% |
| YTD | +34.3% | +15.6% | +18.6% | +28.9% |
| 1Y | +35.3% | +9.6% | +25.7% | +31.1% |
| 3Y | +217.6% | +6.3% | +211.4% | +204.4% |
| 5Y | +210.1% | +24.6% | +185.5% | +162.4% |
| All | +210.1% | +25.1% | +185.0% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling