+120.4%
MTSI vs BR
-31.7%
+152.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +3.9% |
| 7D | +11.1% | -5.0% | +16.1% | +7.4% |
| 30D | -3.7% | -2.5% | -1.2% | -4.6% |
| 3M | -20.2% | +13.5% | -33.7% | -10.5% |
| 6M | +30.8% | -9.4% | +40.2% | +36.6% |
| YTD | +67.0% | -23.3% | +90.3% | +65.3% |
| 1Y | +120.4% | -31.6% | +152.1% | +114.5% |
| All | +120.4% | -31.7% | +152.2% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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