+502.4%
MTSI vs BN
+297.2%
+205.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.9% |
| 7D | +29.1% | -0.3% | +29.4% | +29.4% |
| 30D | -20.4% | +13.6% | -34.0% | -27.7% |
| 3M | -20.9% | -6.7% | -14.3% | -17.7% |
| 6M | -32.3% | -9.0% | -23.3% | -28.7% |
| YTD | +43.5% | -8.8% | +52.3% | +49.0% |
| 1Y | +43.8% | -10.6% | +54.4% | +51.6% |
| 3Y | +218.8% | +98.8% | +120.0% | +89.2% |
| 5Y | +228.3% | +33.6% | +194.7% | +151.9% |
| All | +502.4% | +297.2% | +205.1% | +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