+206.9%
MTSI vs BTI
+153.9%
+52.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -5.5% |
| 7D | +10.0% | +1.6% | +8.3% | +10.1% |
| 30D | -20.3% | +9.2% | -29.6% | -20.1% |
| 3M | -24.4% | +9.6% | -34.1% | -24.1% |
| 6M | -39.2% | -2.4% | -36.7% | -38.2% |
| YTD | +35.5% | +14.2% | +21.3% | +34.6% |
| 1Y | +43.0% | +20.3% | +22.7% | +41.4% |
| 3Y | +196.3% | +147.4% | +48.8% | +152.2% |
| All | +206.9% | +153.9% | +52.9% | +171.8% |
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