+468.8%
MTSI vs BUD
-2.1%
+470.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.0% |
| 7D | +10.0% | +1.0% | +9.0% | +9.4% |
| 30D | -20.3% | +6.7% | -27.0% | -23.5% |
| 3M | -24.4% | +5.7% | -30.1% | -27.6% |
| 6M | -39.2% | +5.8% | -45.0% | -42.3% |
| YTD | +35.5% | +34.4% | +1.1% | +14.3% |
| 1Y | +43.0% | +33.3% | +9.8% | +20.9% |
| 3Y | +196.3% | +48.8% | +147.4% | +128.5% |
| 5Y | +210.0% | +52.5% | +157.5% | +129.4% |
| All | +468.8% | -2.1% | +470.9% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling