+1,208.8%
MTSI vs BN
+651.4%
+557.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.6% |
| 7D | +1.4% | -2.5% | +3.9% | +3.0% |
| 30D | +2.1% | -9.5% | +11.6% | +8.8% |
| 3M | -29.7% | -10.4% | -19.3% | -24.8% |
| 6M | +12.5% | -6.4% | +18.9% | +16.7% |
| YTD | +57.0% | -11.9% | +68.9% | +67.7% |
| 1Y | +103.9% | -8.6% | +112.5% | +112.0% |
| 3Y | +223.6% | +77.6% | +146.0% | +113.0% |
| 5Y | +321.6% | +37.0% | +284.5% | +223.7% |
| 10Y | +517.7% | +266.4% | +251.3% | +149.1% |
| All | +1,208.8% | +651.4% | +557.4% | +283.7% |
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 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