+502.4%
MTSI vs A
+300.7%
+201.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.1% |
| 7D | +29.1% | +0.7% | +28.4% | +28.7% |
| 30D | -20.4% | +0.8% | -21.2% | -20.1% |
| 3M | -20.9% | +16.9% | -37.8% | -28.8% |
| 6M | -32.3% | +53.8% | -86.0% | -50.9% |
| YTD | +43.5% | +28.1% | +15.4% | +17.1% |
| 1Y | +43.8% | +15.0% | +28.8% | +27.2% |
| 3Y | +218.8% | +63.1% | +155.7% | +104.8% |
| 5Y | +228.3% | +11.5% | +216.9% | +179.2% |
| All | +502.4% | +300.7% | +201.7% | +101.1% |
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