+28.9%
MTSI vs BTSG
+106.9%
-77.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +7.8% |
| 7D | +3.5% | +4.4% | -0.8% | +2.6% |
| 30D | -30.3% | +8.5% | -38.8% | -31.9% |
| 3M | -26.0% | +10.8% | -36.8% | -28.4% |
| 6M | -36.1% | +26.1% | -62.2% | -43.2% |
| YTD | +34.3% | +84.6% | -50.4% | -0.5% |
| All | +28.9% | +106.9% | -77.9% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling