+26.4%
MTSI vs BIDU
-35.7%
+62.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.0% | +7.8% | +9.6% |
| 7D | -10.0% | +7.2% | -17.1% | -12.3% |
| 30D | -37.2% | -4.0% | -33.2% | -36.1% |
| 3M | -30.1% | -25.1% | -4.9% | -22.2% |
| 6M | -31.9% | -41.8% | +9.9% | -17.2% |
| YTD | +23.2% | -37.3% | +60.5% | +44.1% |
| 1Y | +26.4% | -35.6% | +62.0% | +45.8% |
| All | +26.4% | -35.7% | +62.1% | +45.8% |
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