+103.9%
MTSI vs BUD
+36.8%
+67.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +2.1% | -5.7% | +7.8% | +2.2% |
| 3M | -29.7% | +3.1% | -32.8% | -30.4% |
| 6M | +12.5% | +7.9% | +4.7% | +8.1% |
| YTD | +57.0% | +27.3% | +29.7% | +59.3% |
| 1Y | +103.9% | +37.8% | +66.1% | +125.1% |
| All | +103.9% | +36.8% | +67.1% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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