+61.7%
MTSI vs BTDR
-69.9%
+131.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.4% |
| 7D | -10.7% | -17.6% | +6.9% | -6.4% |
| 30D | -29.0% | -40.3% | +11.3% | -20.0% |
| 3M | -14.7% | -42.6% | +27.9% | -4.1% |
| 6M | -20.1% | -46.3% | +26.2% | -10.2% |
| YTD | +36.1% | -41.7% | +77.9% | +45.0% |
| 1Y | +61.7% | -69.4% | +131.1% | +86.6% |
| All | +61.7% | -69.9% | +131.6% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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