+234.3%
MTSI vs BTDR
+0.5%
+233.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.5% | +2.9% |
| 7D | +1.4% | +20.0% | -18.6% | -1.3% |
| 30D | +2.1% | +11.9% | -9.9% | -0.2% |
| 3M | -29.7% | -36.9% | +7.2% | -26.4% |
| 6M | +12.5% | +56.5% | -44.0% | +4.0% |
| YTD | +57.0% | +10.4% | +46.6% | +49.8% |
| 1Y | +103.9% | +3.1% | +100.8% | +92.3% |
| All | +234.3% | +0.5% | +233.8% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling