+330.9%
MTSI vs BTG
+77.3%
+253.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.7% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +2.1% | +36.8% | -34.7% | -4.8% |
| 3M | -29.7% | +23.1% | -52.8% | -33.2% |
| 6M | +12.5% | +3.5% | +9.1% | +9.9% |
| YTD | +57.0% | +25.5% | +31.5% | +47.3% |
| 1Y | +103.9% | +40.1% | +63.8% | +86.5% |
| 3Y | +223.6% | +101.1% | +122.5% | +169.4% |
| All | +330.9% | +77.3% | +253.7% | +266.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling