+28.9%
MTSI vs BN
-6.6%
+35.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +7.5% |
| 7D | +3.5% | +3.6% | -0.1% | +2.5% |
| 30D | -30.3% | +15.9% | -46.2% | -34.1% |
| 3M | -26.0% | -2.3% | -23.7% | -24.8% |
| 6M | -36.1% | -8.4% | -27.7% | -33.0% |
| YTD | +34.3% | -5.9% | +40.2% | +32.1% |
| All | +28.9% | -6.6% | +35.6% | +26.7% |
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 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