+1,208.8%
MTSI vs BTG
+74.9%
+1,133.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.6% |
| 7D | +1.4% | -0.9% | +2.3% | +1.4% |
| 30D | +2.1% | +36.8% | -34.7% | -1.3% |
| 3M | -29.7% | +23.1% | -52.8% | -31.4% |
| 6M | +12.5% | +3.5% | +9.1% | +11.4% |
| YTD | +57.0% | +25.5% | +31.5% | +52.3% |
| 1Y | +103.9% | +40.1% | +63.8% | +95.5% |
| 3Y | +223.6% | +101.1% | +122.5% | +197.4% |
| 5Y | +321.6% | +70.6% | +251.0% | +288.4% |
| 10Y | +517.7% | +152.1% | +365.6% | +456.6% |
| All | +1,208.8% | +74.9% | +1,133.8% | +1,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling