+126.5%
MTSI vs AS
+133.7%
-7.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.3% | -16.1% | -17.7% |
| 7D | -24.6% | +7.1% | -31.7% | -26.1% |
| 30D | -45.7% | +12.8% | -58.5% | -47.7% |
| 3M | -27.7% | -14.7% | -13.0% | -24.6% |
| 6M | -37.3% | -9.9% | -27.3% | -36.2% |
| YTD | +11.1% | -16.1% | +27.3% | +14.8% |
| 1Y | +27.2% | +0.2% | +27.0% | +23.4% |
| All | +126.5% | +133.7% | -7.2% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling