+129.9%
MTSI vs BIYA
-99.9%
+229.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | +29.1% | +10.0% | +19.1% | +29.0% |
| 30D | -20.4% | -17.7% | -2.7% | -20.3% |
| 3M | -20.9% | -55.0% | +34.1% | -20.5% |
| 6M | -32.3% | -85.1% | +52.9% | -32.6% |
| YTD | +43.5% | -96.9% | +140.4% | +47.1% |
| 1Y | +43.8% | -98.5% | +142.3% | +53.2% |
| All | +129.9% | -99.9% | +229.8% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling