+471.4%
MTSI vs AGI
+349.0%
+122.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.7% |
| 7D | +3.5% | +17.4% | -13.9% | +0.9% |
| 30D | -30.3% | -0.9% | -29.4% | -30.3% |
| 3M | -26.0% | -1.6% | -24.4% | -26.0% |
| 6M | -36.1% | -24.7% | -11.4% | -33.9% |
| YTD | +34.3% | -15.3% | +49.5% | +35.6% |
| 1Y | +35.3% | +5.5% | +29.8% | +32.4% |
| 3Y | +217.6% | +154.5% | +63.1% | +173.9% |
| 5Y | +210.1% | +310.6% | -100.5% | +149.3% |
| 10Y | +471.4% | +362.7% | +108.7% | +340.8% |
| All | +471.4% | +349.0% | +122.5% | +340.8% |
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