+120.4%
MTSI vs BNS
+46.9%
+73.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.8% |
| 7D | +11.1% | -1.3% | +12.4% | +12.2% |
| 30D | -3.7% | +4.0% | -7.7% | -7.1% |
| 3M | -20.2% | +13.8% | -34.0% | -29.5% |
| 6M | +30.8% | +32.7% | -1.9% | -0.4% |
| YTD | +67.0% | +27.6% | +39.5% | +30.6% |
| 1Y | +120.4% | +47.4% | +73.0% | +57.2% |
| All | +120.4% | +46.9% | +73.5% | +57.2% |
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