-27.7%
MTSI vs BIYA
-62.5%
+34.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.6% | -10.8% | -18.3% |
| 7D | -24.6% | -10.6% | -14.0% | -24.6% |
| 30D | -45.7% | -19.4% | -26.3% | -44.1% |
| 3M | -27.7% | -61.5% | +33.8% | +9.9% |
| All | -27.7% | -62.5% | +34.7% | +9.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling