+581.1%
MTSI vs BTG
+147.2%
+433.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.5% | +3.8% |
| 7D | +11.1% | +2.4% | +8.7% | +10.6% |
| 30D | -3.7% | +9.5% | -13.2% | -5.2% |
| 3M | -20.2% | +38.5% | -58.7% | -24.9% |
| 6M | +30.8% | +5.6% | +25.2% | +28.2% |
| YTD | +67.0% | +23.9% | +43.1% | +59.0% |
| 1Y | +120.4% | +32.1% | +88.3% | +106.9% |
| 3Y | +260.4% | +103.2% | +157.2% | +210.5% |
| 5Y | +356.3% | +79.7% | +276.5% | +292.2% |
| 10Y | +581.1% | +159.1% | +421.9% | +474.7% |
| All | +581.1% | +147.2% | +433.8% | +474.7% |
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