+197.3%
MTSI vs AS
+131.9%
+65.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.4% | +12.8% | +11.1% |
| 7D | +7.2% | -3.0% | +10.2% | +8.3% |
| 30D | -18.4% | +9.6% | -28.0% | -20.8% |
| 3M | -16.7% | -8.2% | -8.5% | -14.9% |
| 6M | -31.7% | -9.9% | -21.8% | -30.4% |
| YTD | +45.9% | -16.8% | +62.7% | +51.0% |
| 1Y | +47.0% | +3.0% | +44.0% | +41.6% |
| All | +197.3% | +131.9% | +65.4% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling