+61.7%
MTSI vs BNS
+52.0%
+9.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -3.7% |
| 7D | -10.7% | +2.0% | -12.6% | -12.3% |
| 30D | -29.0% | +7.8% | -36.8% | -33.7% |
| 3M | -14.7% | +11.7% | -26.4% | -23.2% |
| 6M | -20.1% | +28.2% | -48.3% | -37.2% |
| YTD | +36.1% | +34.8% | +1.3% | -0.6% |
| 1Y | +61.7% | +51.1% | +10.7% | +6.4% |
| All | +61.7% | +52.0% | +9.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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