+196.3%
MTSI vs BTDR
+41.1%
+155.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.6% | +3.1% | -4.0% |
| 7D | +10.0% | -6.9% | +16.9% | +11.4% |
| 30D | -20.3% | -31.5% | +11.2% | -14.9% |
| 3M | -24.4% | -36.1% | +11.6% | -18.7% |
| 6M | -39.2% | -57.6% | +18.5% | -31.3% |
| YTD | +35.5% | -50.0% | +85.5% | +46.4% |
| 1Y | +43.0% | -49.6% | +92.6% | +54.0% |
| 3Y | +196.3% | +48.5% | +147.7% | +172.1% |
| All | +196.3% | +41.1% | +155.2% | +172.1% |
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