+320.4%
MTSI vs BNS
+94.5%
+225.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | -29.7% | +16.3% | -46.1% | -37.2% |
| 6M | +12.5% | +28.8% | -16.2% | -6.6% |
| YTD | +57.0% | +30.0% | +27.1% | +29.3% |
| 1Y | +103.9% | +50.7% | +53.2% | +51.1% |
| 3Y | +223.6% | +125.4% | +98.2% | +77.0% |
| All | +320.4% | +94.5% | +225.9% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling