+196.3%
MTSI vs BIDU
-27.4%
+223.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.8% |
| 7D | +10.0% | -4.6% | +14.5% | +11.4% |
| 30D | -20.3% | -4.5% | -15.8% | -19.3% |
| 3M | -24.4% | -25.4% | +0.9% | -18.4% |
| 6M | -39.2% | -48.1% | +8.9% | -28.4% |
| YTD | +35.5% | -40.2% | +75.7% | +53.2% |
| 1Y | +43.0% | -35.2% | +78.3% | +58.7% |
| 3Y | +196.3% | -27.1% | +223.4% | +203.3% |
| All | +196.3% | -27.4% | +223.6% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling