+231.9%
MTSI vs AR
+40.7%
+191.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +1.4% | +2.5% | -1.1% | +0.7% |
| 30D | +2.1% | +14.8% | -12.7% | -1.7% |
| 3M | -29.7% | +6.2% | -36.0% | -31.1% |
| 6M | +12.5% | +4.3% | +8.2% | +9.6% |
| YTD | +57.0% | +14.4% | +42.7% | +47.0% |
| 1Y | +103.9% | +21.3% | +82.6% | +85.7% |
| All | +231.9% | +40.7% | +191.1% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling