+159.0%
MTSI vs BURL
-15.9%
+174.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -44.1% |
| 3M | -27.7% | -32.1% | +4.4% | -18.8% |
| 6M | -37.3% | -19.8% | -17.5% | -34.0% |
| YTD | +11.1% | -13.2% | +24.3% | +13.6% |
| 1Y | +27.2% | -7.8% | +35.0% | +26.2% |
| 3Y | +153.7% | +89.3% | +64.3% | +100.7% |
| 5Y | +159.0% | -15.8% | +174.8% | +138.6% |
| All | +159.0% | -15.9% | +174.8% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling