+158.2%
MTSI vs BUD
+51.6%
+106.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +1.8% | -20.2% | -18.2% |
| 7D | -24.6% | +7.1% | -31.7% | -24.3% |
| 30D | -45.7% | +12.7% | -58.4% | -45.7% |
| 3M | -27.7% | 0.0% | -27.8% | -27.1% |
| 6M | -37.3% | +7.6% | -44.9% | -37.5% |
| YTD | +11.1% | +35.0% | -23.9% | +7.2% |
| 1Y | +27.2% | +37.6% | -10.4% | +22.4% |
| All | +158.2% | +51.6% | +106.6% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling