+451.3%
MTSI vs A
+319.7%
+131.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.7% | +9.1% | +9.6% |
| 7D | -10.0% | -0.1% | -9.9% | -9.4% |
| 30D | -37.2% | +3.4% | -40.5% | -38.0% |
| 3M | -30.1% | +23.8% | -53.9% | -39.6% |
| 6M | -31.9% | +49.0% | -80.9% | -49.6% |
| YTD | +23.2% | +29.4% | -6.2% | -0.2% |
| 1Y | +26.4% | +19.4% | +7.0% | +8.6% |
| 3Y | +186.2% | +66.2% | +120.0% | +81.5% |
| 5Y | +187.0% | +15.8% | +171.3% | +136.1% |
| All | +451.3% | +319.7% | +131.6% | +93.7% |
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