+43.0%
MTSI vs A
+17.3%
+25.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.7% |
| 7D | +10.0% | -0.5% | +10.4% | +10.2% |
| 30D | -20.3% | 0.0% | -20.3% | -19.8% |
| 3M | -24.4% | +16.7% | -41.1% | -25.7% |
| 6M | -39.2% | +54.8% | -94.0% | -43.2% |
| YTD | +35.5% | +28.8% | +6.7% | +28.8% |
| 1Y | +43.0% | +19.3% | +23.7% | +41.1% |
| All | +43.0% | +17.3% | +25.8% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling