+377.4%
MTSI vs BTDR
+23.3%
+354.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.4% |
| 7D | +11.1% | +14.8% | -3.7% | +9.2% |
| 30D | -3.7% | +41.8% | -45.5% | -7.9% |
| 3M | -20.2% | -29.2% | +8.9% | -18.1% |
| 6M | +30.8% | +66.2% | -35.4% | +21.7% |
| YTD | +67.0% | +10.0% | +57.1% | +60.7% |
| 1Y | +120.4% | -11.0% | +131.4% | +113.4% |
| 3Y | +260.4% | +6.9% | +253.5% | +215.9% |
| 5Y | +356.3% | +24.7% | +331.6% | +283.3% |
| All | +377.4% | +23.3% | +354.1% | +299.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling