+210.1%
MTSI vs BTDR
-33.6%
+243.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.9% | -0.9% | +7.6% |
| 7D | +3.5% | +7.1% | -3.6% | +2.9% |
| 30D | -30.3% | -31.4% | +1.0% | -26.7% |
| 3M | -26.0% | -39.2% | +13.2% | -21.4% |
| 6M | -36.1% | -50.9% | +14.8% | -31.0% |
| YTD | +34.3% | -41.0% | +75.3% | +40.0% |
| 1Y | +35.3% | -69.9% | +105.2% | +49.4% |
| 3Y | +217.6% | +87.3% | +130.4% | +196.6% |
| 5Y | +210.1% | -33.6% | +243.7% | +183.2% |
| All | +210.1% | -33.6% | +243.7% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling