+61.7%
MTSI vs BLDR
-38.1%
+99.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.3% | -10.3% | -1.0% |
| 7D | -10.7% | +24.4% | -35.0% | -11.2% |
| 30D | -29.0% | +24.9% | -53.9% | -29.3% |
| 3M | -14.7% | -7.8% | -6.9% | -11.7% |
| 6M | -20.1% | -5.8% | -14.3% | -17.4% |
| YTD | +36.1% | -32.5% | +68.6% | +42.2% |
| 1Y | +61.7% | -36.7% | +98.4% | +69.4% |
| All | +61.7% | -38.1% | +99.8% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling