+26.4%
MTSI vs AR
+8.4%
+18.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.7% | +10.8% |
| 7D | -10.0% | -14.3% | +4.3% | -11.8% |
| 30D | -37.2% | +1.4% | -38.6% | -36.7% |
| 3M | -30.1% | +3.4% | -33.4% | -29.4% |
| 6M | -31.9% | -2.1% | -29.8% | -31.2% |
| YTD | +23.2% | +4.7% | +18.5% | +20.1% |
| 1Y | +26.4% | +10.6% | +15.8% | +20.8% |
| All | +26.4% | +8.4% | +18.0% | +20.8% |
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