+502.4%
MTSI vs BUD
-3.2%
+505.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +29.1% | -1.6% | +30.7% | +29.8% |
| 30D | -20.4% | +6.7% | -27.1% | -23.6% |
| 3M | -20.9% | +5.9% | -26.8% | -24.3% |
| 6M | -32.3% | +5.1% | -37.3% | -35.5% |
| YTD | +43.5% | +32.9% | +10.6% | +21.7% |
| 1Y | +43.8% | +31.8% | +12.0% | +22.1% |
| 3Y | +218.8% | +47.4% | +171.4% | +146.9% |
| 5Y | +228.3% | +50.8% | +177.5% | +144.2% |
| All | +502.4% | -3.2% | +505.5% | +428.8% |
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