+471.4%
MTSI vs A
+328.7%
+142.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +6.9% |
| 7D | +3.5% | +4.8% | -1.2% | +0.9% |
| 30D | -30.3% | +5.6% | -36.0% | -32.2% |
| 3M | -26.0% | +23.6% | -49.6% | -35.9% |
| 6M | -36.1% | +56.4% | -92.5% | -54.2% |
| YTD | +34.3% | +33.4% | +0.9% | +6.7% |
| 1Y | +35.3% | +23.7% | +11.6% | +13.5% |
| 3Y | +217.6% | +71.0% | +146.6% | +98.0% |
| 5Y | +210.1% | +16.8% | +193.3% | +155.1% |
| 10Y | +471.4% | +323.8% | +147.6% | +99.2% |
| All | +471.4% | +328.7% | +142.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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