+117.1%
MTSI vs BIYA
-99.9%
+217.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +10.0% | +9.0% | +1.0% | +9.9% |
| 30D | -20.3% | -12.9% | -7.4% | -20.3% |
| 3M | -24.4% | -54.7% | +30.3% | -24.1% |
| 6M | -39.2% | -85.1% | +45.9% | -39.5% |
| YTD | +35.5% | -96.9% | +132.4% | +38.9% |
| 1Y | +43.0% | -98.5% | +141.6% | +52.6% |
| All | +117.1% | -99.9% | +217.0% | +133.7% |
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