+519.2%
MTSI vs BURL
+269.3%
+249.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.7% | -3.6% |
| 7D | -10.7% | +10.4% | -21.1% | -13.7% |
| 30D | -29.0% | -4.9% | -24.0% | -28.1% |
| 3M | -14.7% | -29.8% | +15.1% | -4.9% |
| 6M | -20.1% | -16.5% | -3.6% | -16.9% |
| YTD | +36.1% | -10.5% | +46.7% | +37.8% |
| 1Y | +61.7% | -5.3% | +67.1% | +59.0% |
| 3Y | +210.7% | +95.1% | +115.6% | +134.2% |
| 5Y | +212.8% | -12.1% | +224.9% | +193.1% |
| 10Y | +519.2% | +273.2% | +246.0% | +259.2% |
| All | +519.2% | +269.3% | +249.9% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling