+26.4%
MTSI vs BTI
+19.1%
+7.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.5% | +14.3% | +9.2% |
| 7D | -10.0% | -1.0% | -9.0% | -10.3% |
| 30D | -37.2% | +13.0% | -50.2% | -34.5% |
| 3M | -30.1% | +5.3% | -35.4% | -27.2% |
| 6M | -31.9% | +5.3% | -37.2% | -29.9% |
| YTD | +23.2% | +12.4% | +10.8% | +20.7% |
| 1Y | +26.4% | +18.9% | +7.5% | +20.2% |
| All | +26.4% | +19.1% | +7.3% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling