+581.1%
MTSI vs AU
+684.1%
-103.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | +11.1% | +0.6% | +10.4% | +11.0% |
| 30D | -3.7% | +12.3% | -16.0% | -5.3% |
| 3M | -20.2% | +29.4% | -49.6% | -23.3% |
| 6M | +30.8% | +3.2% | +27.6% | +29.0% |
| YTD | +67.0% | +31.8% | +35.2% | +60.1% |
| 1Y | +120.4% | +83.4% | +37.0% | +103.6% |
| 3Y | +260.4% | +623.1% | -362.7% | +185.5% |
| 5Y | +356.3% | +700.5% | -344.2% | +249.4% |
| 10Y | +581.1% | +717.6% | -136.5% | +402.8% |
| All | +581.1% | +684.1% | -103.0% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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