+111.0%
MTSI vs AU
+83.9%
+27.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | -11.6% | +12.8% | -24.4% | -15.2% |
| 3M | -24.1% | +28.5% | -52.5% | -30.7% |
| 6M | +32.4% | +4.8% | +27.6% | +27.2% |
| YTD | +60.4% | +31.0% | +29.5% | +44.2% |
| 1Y | +111.0% | +81.4% | +29.5% | +66.8% |
| All | +111.0% | +83.9% | +27.1% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling