+231.9%
MTSI vs BURL
+63.9%
+167.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.8% | +2.6% |
| 7D | +1.4% | -2.8% | +4.2% | +2.3% |
| 30D | +2.1% | -28.2% | +30.2% | +13.8% |
| 3M | -29.7% | -17.6% | -12.1% | -25.8% |
| 6M | +12.5% | -11.8% | +24.3% | +15.1% |
| YTD | +57.0% | -8.1% | +65.2% | +57.8% |
| 1Y | +103.9% | -12.0% | +115.9% | +106.2% |
| All | +231.9% | +63.9% | +167.9% | +192.0% |
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