+1,208.8%
MTSI vs BG
+157.0%
+1,051.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +3.9% |
| 7D | +1.4% | +2.8% | -1.4% | +0.3% |
| 30D | +2.1% | +12.0% | -10.0% | -2.3% |
| 3M | -29.7% | -7.7% | -22.0% | -28.0% |
| 6M | +12.5% | +4.5% | +8.0% | +9.3% |
| YTD | +57.0% | +35.7% | +21.3% | +38.0% |
| 1Y | +103.9% | +50.1% | +53.8% | +71.1% |
| 3Y | +223.6% | +12.6% | +211.0% | +194.7% |
| 5Y | +321.6% | +75.4% | +246.1% | +203.0% |
| 10Y | +517.7% | +150.5% | +367.2% | +245.3% |
| All | +1,208.8% | +157.0% | +1,051.8% | +643.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling