+581.1%
MTSI vs AGI
+398.0%
+183.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.9% |
| 7D | +11.1% | +2.2% | +8.9% | +10.7% |
| 30D | -3.7% | +11.3% | -14.9% | -5.3% |
| 3M | -20.2% | +5.6% | -25.9% | -21.3% |
| 6M | +30.8% | -27.7% | +58.5% | +35.6% |
| YTD | +67.0% | -4.1% | +71.1% | +65.9% |
| 1Y | +120.4% | +13.8% | +106.7% | +113.5% |
| 3Y | +260.4% | +217.0% | +43.4% | +203.3% |
| 5Y | +356.3% | +404.3% | -48.1% | +259.6% |
| 10Y | +581.1% | +400.5% | +180.6% | +418.4% |
| All | +581.1% | +398.0% | +183.1% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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