+26.4%
MTSI vs BUD
+36.0%
-9.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +10.3% |
| 7D | -10.0% | +4.5% | -14.4% | -8.5% |
| 30D | -37.2% | +12.5% | -49.7% | -35.8% |
| 3M | -30.1% | 0.0% | -30.0% | -28.4% |
| 6M | -31.9% | +3.8% | -35.7% | -30.9% |
| YTD | +23.2% | +33.1% | -9.9% | +18.4% |
| 1Y | +26.4% | +35.5% | -9.1% | +22.4% |
| All | +26.4% | +36.0% | -9.6% | +22.4% |
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