+512.4%
MTSI vs BTG
+179.4%
+333.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.4% | +12.8% | +10.8% |
| 7D | +7.2% | +1.4% | +5.8% | +6.8% |
| 30D | -18.4% | -1.1% | -17.3% | -18.3% |
| 3M | -16.7% | +2.5% | -19.2% | -17.2% |
| 6M | -31.7% | -3.1% | -28.6% | -31.9% |
| YTD | +45.9% | +16.3% | +29.6% | +39.9% |
| 1Y | +47.0% | +27.6% | +19.4% | +38.8% |
| 3Y | +224.1% | +89.5% | +134.5% | +180.1% |
| 5Y | +238.5% | +33.6% | +204.9% | +201.5% |
| All | +512.4% | +179.4% | +333.0% | +411.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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