+159.0%
MTSI vs AR
+75.2%
+83.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.8% | -15.5% | -17.7% |
| 7D | -24.6% | -11.7% | -12.9% | -22.5% |
| 30D | -45.7% | +1.8% | -47.6% | -46.0% |
| 3M | -27.7% | +6.0% | -33.7% | -29.0% |
| 6M | -37.3% | -7.0% | -30.3% | -36.9% |
| YTD | +11.1% | +5.6% | +5.6% | +7.1% |
| 1Y | +27.2% | +10.8% | +16.4% | +20.8% |
| 3Y | +153.7% | +19.3% | +134.3% | +135.1% |
| 5Y | +159.0% | +73.3% | +85.7% | +114.5% |
| All | +159.0% | +75.2% | +83.8% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling