+61.7%
MTSI vs AR
+14.7%
+47.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -1.9% |
| 7D | -10.7% | -11.1% | +0.5% | -12.1% |
| 30D | -29.0% | +7.9% | -36.9% | -27.9% |
| 3M | -14.7% | +4.9% | -19.6% | -13.7% |
| 6M | -20.1% | -5.3% | -14.8% | -19.1% |
| YTD | +36.1% | +8.6% | +27.5% | +33.9% |
| 1Y | +61.7% | +13.7% | +48.1% | +58.0% |
| All | +61.7% | +14.7% | +47.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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