+1,208.8%
MTSI vs BLDR
+1,659.1%
-450.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.7% |
| 7D | +1.4% | -2.8% | +4.2% | +2.2% |
| 30D | +2.1% | -13.3% | +15.4% | +5.7% |
| 3M | -29.7% | -12.3% | -17.5% | -27.8% |
| 6M | +12.5% | -31.5% | +44.0% | +23.4% |
| YTD | +57.0% | -36.1% | +93.1% | +73.8% |
| 1Y | +103.9% | -54.1% | +158.0% | +146.6% |
| 3Y | +223.6% | -55.8% | +279.3% | +279.0% |
| 5Y | +321.6% | +20.7% | +300.8% | +259.7% |
| 10Y | +517.7% | +390.2% | +127.5% | +248.9% |
| All | +1,208.8% | +1,659.1% | -450.3% | +465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling