+43.0%
MTSI vs BNS
+40.7%
+2.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.4% |
| 7D | +10.0% | +0.9% | +9.1% | +9.1% |
| 30D | -20.3% | +2.8% | -23.1% | -20.9% |
| 3M | -24.4% | +3.0% | -27.4% | -25.0% |
| 6M | -39.2% | +23.3% | -62.4% | -48.9% |
| YTD | +35.5% | +29.3% | +6.1% | +6.3% |
| 1Y | +43.0% | +41.7% | +1.4% | +7.6% |
| All | +43.0% | +40.7% | +2.4% | +7.6% |
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