+61.7%
MTSI vs BN
-3.9%
+65.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -2.8% |
| 7D | -10.7% | +12.0% | -22.6% | -14.3% |
| 30D | -29.0% | +17.0% | -46.0% | -33.2% |
| 3M | -14.7% | -3.2% | -11.5% | -13.1% |
| 6M | -20.1% | -3.9% | -16.2% | -18.4% |
| YTD | +36.1% | -5.6% | +41.7% | +34.0% |
| 1Y | +61.7% | -4.7% | +66.5% | +57.9% |
| All | +61.7% | -3.9% | +65.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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