+477.8%
MTSI vs A
+312.5%
+165.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -0.6% |
| 7D | -3.8% | +1.4% | -5.2% | -4.1% |
| 30D | -31.4% | +4.3% | -35.7% | -32.7% |
| 3M | -23.8% | +19.8% | -43.5% | -32.5% |
| 6M | -37.1% | +54.4% | -91.4% | -54.5% |
| YTD | +32.2% | +31.7% | +0.5% | +6.0% |
| 1Y | +26.9% | +22.4% | +4.5% | +7.2% |
| 3Y | +193.7% | +67.7% | +126.1% | +85.5% |
| 5Y | +218.0% | +15.7% | +202.3% | +163.1% |
| 10Y | +477.8% | +308.7% | +169.1% | +100.1% |
| All | +477.8% | +312.5% | +165.3% | +100.1% |
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