+234.3%
MTSI vs AU
+630.2%
-395.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.9% |
| 7D | +1.4% | -3.6% | +5.0% | +2.1% |
| 30D | +2.1% | +23.9% | -21.8% | -2.8% |
| 3M | -29.7% | +19.1% | -48.8% | -32.8% |
| 6M | +12.5% | -0.2% | +12.7% | +10.5% |
| YTD | +57.0% | +32.5% | +24.6% | +46.5% |
| 1Y | +103.9% | +96.9% | +7.0% | +78.6% |
| All | +234.3% | +630.2% | -395.9% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling