+1,002.1%
MTSI vs BNS
+242.4%
+759.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -0.9% |
| 7D | -3.8% | -1.1% | -2.7% | -2.3% |
| 30D | -31.4% | +4.7% | -36.1% | -33.3% |
| 3M | -23.8% | +5.5% | -29.3% | -26.3% |
| 6M | -37.1% | +21.7% | -58.7% | -45.3% |
| YTD | +32.2% | +29.5% | +2.8% | +9.6% |
| 1Y | +26.9% | +41.9% | -15.0% | -1.7% |
| 3Y | +193.7% | +148.5% | +45.3% | +47.4% |
| 5Y | +218.0% | +80.3% | +137.8% | +101.6% |
| 10Y | +477.8% | +184.7% | +293.1% | +164.4% |
| All | +1,002.1% | +242.4% | +759.7% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling