+219.0%
MTSI vs BLDR
-49.4%
+268.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.3% | +10.5% |
| 7D | +7.2% | -10.3% | +17.5% | +9.6% |
| 30D | -18.4% | +19.6% | -38.0% | -22.2% |
| 3M | -16.7% | -17.0% | +0.3% | -13.5% |
| 6M | -31.7% | -16.7% | -15.0% | -29.6% |
| YTD | +45.9% | -39.4% | +85.3% | +60.5% |
| 1Y | +47.0% | -41.7% | +88.7% | +63.1% |
| All | +219.0% | -49.4% | +268.3% | +232.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling