+210.1%
MTSI vs BUD
+51.0%
+159.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.8% |
| 7D | +3.5% | +1.3% | +2.2% | +3.1% |
| 30D | -30.3% | +10.0% | -40.4% | -32.1% |
| 3M | -26.0% | +1.6% | -27.6% | -26.6% |
| 6M | -36.1% | +6.5% | -42.6% | -37.8% |
| YTD | +34.3% | +34.8% | -0.6% | +21.1% |
| 1Y | +35.3% | +36.5% | -1.2% | +21.4% |
| 3Y | +217.6% | +49.0% | +168.7% | +170.0% |
| 5Y | +210.1% | +51.7% | +158.4% | +152.7% |
| All | +210.1% | +51.0% | +159.1% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling