+320.4%
MTSI vs BLDR
+20.2%
+300.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.7% |
| 7D | +1.4% | -2.8% | +4.2% | +2.3% |
| 30D | +2.1% | -13.3% | +15.4% | +6.2% |
| 3M | -29.7% | -12.3% | -17.5% | -27.6% |
| 6M | +12.5% | -31.5% | +44.0% | +25.1% |
| YTD | +57.0% | -36.1% | +93.1% | +76.0% |
| 1Y | +103.9% | -54.1% | +158.0% | +155.4% |
| 3Y | +223.6% | -55.8% | +279.3% | +281.4% |
| All | +320.4% | +20.2% | +300.2% | +202.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling