+471.4%
MTSI vs BTI
+114.6%
+356.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.3% | +10.3% | +9.3% |
| 7D | +3.5% | -2.9% | +6.5% | +4.0% |
| 30D | -30.3% | +8.3% | -38.6% | -32.0% |
| 3M | -26.0% | +2.9% | -28.9% | -27.1% |
| 6M | -36.1% | +6.2% | -42.3% | -38.3% |
| YTD | +34.3% | +10.9% | +23.4% | +27.7% |
| 1Y | +35.3% | +16.6% | +18.7% | +26.7% |
| 3Y | +217.6% | +142.2% | +75.4% | +124.7% |
| 5Y | +210.1% | +151.3% | +58.8% | +112.6% |
| 10Y | +471.4% | +113.9% | +357.5% | +314.9% |
| All | +471.4% | +114.6% | +356.9% | +314.9% |
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