+1,225.7%
MTSI vs BRKR
+258.9%
+966.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.1% |
| 7D | +4.8% | -9.8% | +14.6% | +9.1% |
| 30D | -9.2% | -6.1% | -3.1% | -7.2% |
| 3M | -23.1% | -2.4% | -20.7% | -25.0% |
| 6M | +23.5% | +46.7% | -23.2% | -1.6% |
| YTD | +59.1% | +14.0% | +45.1% | +39.7% |
| 1Y | +106.9% | +76.5% | +30.3% | +45.1% |
| 3Y | +243.2% | -11.7% | +254.9% | +211.5% |
| 5Y | +324.5% | -39.3% | +363.9% | +352.7% |
| 10Y | +548.5% | +154.1% | +394.4% | +255.0% |
| All | +1,225.7% | +258.9% | +966.8% | +557.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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