+826.3%
MTSI vs A
+503.8%
+322.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.0% | -15.3% | -16.4% |
| 7D | -24.6% | -5.2% | -19.4% | -21.5% |
| 30D | -45.7% | +1.4% | -47.2% | -45.8% |
| 3M | -27.7% | +21.9% | -49.7% | -36.5% |
| 6M | -37.3% | +46.7% | -84.0% | -52.4% |
| YTD | +11.1% | +27.2% | -16.1% | -8.0% |
| 1Y | +27.2% | +17.9% | +9.3% | +10.8% |
| 3Y | +153.7% | +61.1% | +92.5% | +70.9% |
| 5Y | +159.0% | +13.8% | +145.2% | +117.7% |
| 10Y | +405.6% | +318.8% | +86.8% | +86.8% |
| All | +826.3% | +503.8% | +322.4% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling