+451.3%
MTSI vs BN
+271.1%
+180.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.7% | +11.5% |
| 7D | -10.0% | +5.3% | -15.3% | -13.5% |
| 30D | -37.2% | +11.9% | -49.1% | -42.4% |
| 3M | -30.1% | -5.7% | -24.3% | -27.8% |
| 6M | -31.9% | -10.6% | -21.3% | -27.5% |
| YTD | +23.2% | -9.4% | +32.5% | +28.3% |
| 1Y | +26.4% | -8.8% | +35.2% | +31.1% |
| 3Y | +186.2% | +95.6% | +90.5% | +72.1% |
| 5Y | +187.0% | +30.2% | +156.9% | +124.5% |
| All | +451.3% | +271.1% | +180.2% | +104.2% |
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