-37.1%
MTSI vs AU
-7.0%
-30.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.9% | +2.2% | +6.5% |
| 7D | +3.5% | +20.8% | -17.3% | -2.9% |
| 30D | -30.3% | +5.5% | -35.8% | -31.5% |
| 3M | -26.0% | +3.9% | -29.9% | -27.2% |
| All | -37.1% | -7.0% | -30.1% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling