+512.7%
MTSI vs BN
+281.2%
+231.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.9% |
| 7D | +7.2% | -2.4% | +9.6% | +9.5% |
| 30D | -18.4% | +13.5% | -32.0% | -26.0% |
| 3M | -16.7% | -5.9% | -10.8% | -13.7% |
| 6M | -31.7% | -8.9% | -22.8% | -28.1% |
| YTD | +45.9% | -7.9% | +53.7% | +50.4% |
| 1Y | +47.0% | -8.3% | +55.3% | +52.1% |
| 3Y | +224.1% | +100.8% | +123.3% | +91.0% |
| 5Y | +238.5% | +38.2% | +200.3% | +153.4% |
| 10Y | +512.7% | +302.3% | +210.4% | +91.7% |
| All | +512.7% | +281.2% | +231.5% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling