+1,208.8%
MTSI vs BUD
+56.6%
+1,152.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -29.7% | +3.1% | -32.8% | -31.4% |
| 6M | +12.5% | +7.9% | +4.7% | +7.3% |
| YTD | +57.0% | +27.3% | +29.7% | +38.7% |
| 1Y | +103.9% | +37.8% | +66.1% | +72.6% |
| 3Y | +223.6% | +49.8% | +173.7% | +154.0% |
| 5Y | +321.6% | +43.8% | +277.7% | +229.9% |
| 10Y | +517.7% | -22.6% | +540.3% | +497.9% |
| All | +1,208.8% | +56.6% | +1,152.1% | +843.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling