+111.0%
MTSI vs BIDU
-15.6%
+126.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.1% | +4.6% |
| 7D | +4.9% | -2.4% | +7.3% | +5.6% |
| 30D | -11.6% | -15.6% | +4.1% | -6.5% |
| 3M | -24.1% | -22.3% | -1.8% | -17.6% |
| 6M | +32.4% | -22.3% | +54.7% | +42.6% |
| YTD | +60.4% | -29.2% | +89.6% | +77.7% |
| 1Y | +111.0% | -14.8% | +125.8% | +135.0% |
| All | +111.0% | -15.6% | +126.6% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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