-31.9%
MTSI vs A
+46.4%
-78.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.7% | +9.1% | +10.3% |
| 7D | -10.0% | -0.1% | -9.9% | -9.7% |
| 30D | -37.2% | +3.4% | -40.5% | -36.9% |
| 3M | -30.1% | +23.8% | -53.9% | -30.2% |
| 6M | -31.9% | +49.0% | -80.9% | -30.4% |
| All | -31.9% | +46.4% | -78.3% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling