+926.7%
MTSI vs BN
+672.7%
+253.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.7% | +11.4% |
| 7D | -10.0% | +5.3% | -15.3% | -13.4% |
| 30D | -37.2% | +11.9% | -49.1% | -42.2% |
| 3M | -30.1% | -5.7% | -24.3% | -27.9% |
| 6M | -31.9% | -10.6% | -21.3% | -27.6% |
| YTD | +23.2% | -9.4% | +32.5% | +28.2% |
| 1Y | +26.4% | -8.8% | +35.2% | +31.0% |
| 3Y | +186.2% | +95.6% | +90.5% | +76.7% |
| 5Y | +187.0% | +30.2% | +156.9% | +127.0% |
| 10Y | +460.4% | +277.0% | +183.3% | +120.2% |
| All | +926.7% | +672.7% | +253.9% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling