+218.0%
MTSI vs BN
+34.7%
+183.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.6% |
| 7D | -3.8% | +4.3% | -8.1% | -6.2% |
| 30D | -31.4% | +14.3% | -45.7% | -37.6% |
| 3M | -23.8% | -4.1% | -19.7% | -22.0% |
| 6M | -37.1% | -9.7% | -27.4% | -33.4% |
| YTD | +32.2% | -7.1% | +39.4% | +35.6% |
| 1Y | +26.9% | -7.4% | +34.4% | +30.5% |
| 3Y | +193.7% | +102.3% | +91.4% | +78.6% |
| 5Y | +218.0% | +35.9% | +182.1% | +148.1% |
| All | +218.0% | +34.7% | +183.4% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling