+186.2%
MTSI vs BNS
+141.7%
+44.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +10.9% | +10.9% |
| 7D | -10.0% | -2.2% | -7.8% | -7.6% |
| 30D | -37.2% | +5.1% | -42.3% | -38.9% |
| 3M | -30.1% | +4.7% | -34.8% | -31.8% |
| 6M | -31.9% | +19.0% | -50.9% | -39.7% |
| YTD | +23.2% | +28.2% | -5.0% | +3.0% |
| 1Y | +26.4% | +43.4% | -17.0% | -2.1% |
| 3Y | +186.2% | +143.1% | +43.1% | +54.0% |
| All | +186.2% | +141.7% | +44.4% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling