+183.6%
MTSI vs BTI
+155.8%
+27.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.5% | +14.3% | +10.6% |
| 7D | -10.0% | -1.0% | -9.0% | -10.1% |
| 30D | -37.2% | +13.0% | -50.2% | -37.1% |
| 3M | -30.1% | +5.3% | -35.4% | -29.7% |
| 6M | -31.9% | +5.3% | -37.2% | -31.9% |
| YTD | +23.2% | +12.4% | +10.8% | +22.2% |
| 1Y | +26.4% | +18.9% | +7.5% | +24.8% |
| 3Y | +186.2% | +144.0% | +42.1% | +142.9% |
| All | +183.6% | +155.8% | +27.8% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling