+111.9%
MTSI vs BIYA
-99.9%
+211.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.6% |
| 7D | -3.8% | -4.1% | +0.2% | -3.8% |
| 30D | -31.4% | -35.5% | +4.1% | -31.2% |
| 3M | -23.8% | -56.3% | +32.5% | -23.4% |
| 6M | -37.1% | -88.7% | +51.6% | -37.1% |
| YTD | +32.2% | -97.0% | +129.2% | +35.6% |
| 1Y | +26.9% | -98.7% | +125.6% | +36.2% |
| All | +111.9% | -99.9% | +211.8% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling