+12.5%
MTSI vs BIDU
-17.1%
+29.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +1.9% |
| 7D | +1.4% | +2.4% | -1.0% | +0.4% |
| 30D | +2.1% | -10.5% | +12.6% | +6.2% |
| 3M | -29.7% | -26.2% | -3.5% | -21.2% |
| 6M | +12.5% | -16.4% | +28.9% | +20.0% |
| All | +12.5% | -17.1% | +29.6% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling