+165.6%
MTSI vs BTSG
+493.4%
-327.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +10.0% | +6.0% | +3.9% | +7.8% |
| 30D | -20.3% | +12.4% | -32.8% | -23.2% |
| 3M | -24.4% | +18.2% | -42.7% | -28.6% |
| 6M | -39.2% | +26.0% | -65.2% | -44.5% |
| YTD | +35.5% | +90.1% | -54.7% | +7.3% |
| 1Y | +43.0% | +124.3% | -81.2% | +7.3% |
| All | +165.6% | +493.4% | -327.8% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling