+234.3%
MTSI vs BNS
+130.6%
+103.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +4.3% |
| 7D | +1.4% | +1.5% | -0.2% | +0.1% |
| 30D | +2.1% | +6.0% | -3.9% | -2.1% |
| 3M | -29.7% | +16.3% | -46.1% | -36.9% |
| 6M | +12.5% | +28.8% | -16.2% | -5.8% |
| YTD | +57.0% | +30.0% | +27.1% | +30.5% |
| 1Y | +103.9% | +50.7% | +53.2% | +54.6% |
| All | +234.3% | +130.6% | +103.7% | +90.1% |
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