+539.5%
MTSI vs BTI
+67.8%
+471.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +4.9% | -1.4% | +6.3% | +5.3% |
| 30D | -11.6% | -7.0% | -4.5% | -9.9% |
| 3M | -24.1% | -6.3% | -17.7% | -23.4% |
| 6M | +32.4% | -2.0% | +34.4% | +31.1% |
| YTD | +60.4% | +0.2% | +60.2% | +57.8% |
| 1Y | +111.0% | +3.8% | +107.2% | +105.2% |
| 3Y | +246.1% | +112.1% | +134.1% | +156.7% |
| 5Y | +340.3% | +113.6% | +226.7% | +220.7% |
| 10Y | +539.5% | +69.6% | +469.9% | +396.0% |
| All | +539.5% | +67.8% | +471.8% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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