-30.3%
MTSI vs BTI
+8.5%
-38.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.3% | +10.3% | +6.0% |
| 7D | +3.5% | -2.9% | +6.5% | -2.1% |
| 30D | -30.3% | +8.3% | -38.6% | -15.1% |
| All | -30.3% | +8.5% | -38.8% | -15.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling