+207.8%
MTSI vs BTSG
+406.1%
-198.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +1.4% | +2.7% | -1.3% | +0.4% |
| 30D | +2.1% | -3.6% | +5.7% | +3.0% |
| 3M | -29.7% | +5.8% | -35.5% | -32.0% |
| 6M | +12.5% | +44.7% | -32.2% | -2.3% |
| YTD | +57.0% | +62.2% | -5.1% | +31.1% |
| 1Y | +103.9% | +152.1% | -48.2% | +47.7% |
| All | +207.8% | +406.1% | -198.3% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling