+451.3%
MTSI vs BURL
+252.7%
+198.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.6% | +12.4% | +11.4% |
| 7D | -10.0% | +4.1% | -14.1% | -11.2% |
| 30D | -37.2% | -9.5% | -27.7% | -35.3% |
| 3M | -30.1% | -33.5% | +3.5% | -20.4% |
| 6M | -31.9% | -22.1% | -9.8% | -27.4% |
| YTD | +23.2% | -14.6% | +37.8% | +26.8% |
| 1Y | +26.4% | -8.4% | +34.8% | +25.8% |
| 3Y | +186.2% | +86.6% | +99.6% | +119.3% |
| 5Y | +187.0% | -17.2% | +204.2% | +175.0% |
| All | +451.3% | +252.7% | +198.6% | +228.2% |
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