+158.2%
MTSI vs BURL
+89.8%
+68.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.4% | -17.4% |
| 7D | -24.6% | +3.5% | -28.1% | -25.3% |
| 30D | -45.7% | -9.3% | -36.4% | -44.0% |
| 3M | -27.7% | -32.1% | +4.4% | -18.3% |
| 6M | -37.3% | -19.8% | -17.5% | -34.0% |
| YTD | +11.1% | -13.2% | +24.3% | +13.3% |
| 1Y | +27.2% | -7.8% | +35.0% | +25.2% |
| All | +158.2% | +89.8% | +68.4% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling