+163.2%
MTSI vs BTSG
+476.3%
-313.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +8.0% |
| 7D | +3.5% | +4.4% | -0.8% | +2.6% |
| 30D | -30.3% | +8.5% | -38.8% | -32.0% |
| 3M | -26.0% | +10.8% | -36.8% | -28.5% |
| 6M | -36.1% | +26.1% | -62.2% | -41.6% |
| YTD | +34.3% | +84.6% | -50.4% | +7.5% |
| 1Y | +35.3% | +108.7% | -73.4% | +4.1% |
| All | +163.2% | +476.3% | -313.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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