+1,038.5%
MTSI vs AR
-32.8%
+1,071.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.8% | -15.5% | -17.8% |
| 7D | -24.6% | -11.7% | -12.9% | -22.9% |
| 30D | -45.7% | +1.8% | -47.6% | -45.9% |
| 3M | -27.7% | +6.0% | -33.7% | -28.8% |
| 6M | -37.3% | -7.0% | -30.3% | -37.0% |
| YTD | +11.1% | +5.6% | +5.6% | +8.2% |
| 1Y | +27.2% | +10.8% | +16.4% | +22.5% |
| 3Y | +153.7% | +19.3% | +134.3% | +138.6% |
| 5Y | +159.0% | +73.3% | +85.7% | +120.0% |
| 10Y | +405.6% | +47.6% | +358.0% | +268.5% |
| All | +1,038.5% | -32.8% | +1,071.3% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling