+217.6%
MTSI vs BTDR
+65.3%
+152.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.9% | -0.9% | +7.3% |
| 7D | +3.5% | +7.1% | -3.6% | +2.7% |
| 30D | -30.3% | -31.4% | +1.0% | -25.7% |
| 3M | -26.0% | -39.2% | +13.2% | -20.2% |
| 6M | -36.1% | -50.9% | +14.8% | -29.7% |
| YTD | +34.3% | -41.0% | +75.3% | +41.1% |
| 1Y | +35.3% | -69.9% | +105.2% | +53.2% |
| 3Y | +217.6% | +87.3% | +130.4% | +174.1% |
| All | +217.6% | +65.3% | +152.4% | +174.1% |
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