+320.4%
MTSI vs BUD
+46.3%
+274.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +2.1% | -5.7% | +7.8% | +3.6% |
| 3M | -29.7% | +3.1% | -32.8% | -30.9% |
| 6M | +12.5% | +7.9% | +4.7% | +8.8% |
| YTD | +57.0% | +27.3% | +29.7% | +44.1% |
| 1Y | +103.9% | +37.8% | +66.1% | +81.9% |
| 3Y | +223.6% | +49.8% | +173.7% | +171.5% |
| All | +320.4% | +46.3% | +274.0% | +248.7% |
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