+1,019.2%
MTSI vs AU
+220.7%
+798.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.9% | +2.2% | +8.3% |
| 7D | +3.5% | +20.8% | -17.3% | +1.6% |
| 30D | -30.3% | +5.5% | -35.8% | -30.6% |
| 3M | -26.0% | +3.9% | -29.9% | -26.3% |
| 6M | -36.1% | -5.4% | -30.7% | -36.0% |
| YTD | +34.3% | +20.7% | +13.6% | +31.4% |
| 1Y | +35.3% | +49.8% | -14.5% | +30.1% |
| 3Y | +217.6% | +565.6% | -348.0% | +171.6% |
| 5Y | +210.1% | +500.4% | -290.3% | +162.3% |
| 10Y | +471.4% | +795.4% | -324.0% | +368.5% |
| All | +1,019.2% | +220.7% | +798.5% | +980.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling