+47.0%
MTSI vs AUR
+6.7%
+40.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.1% | +9.2% | +9.9% |
| 7D | +7.2% | +12.7% | -5.6% | +3.3% |
| 30D | -18.4% | -18.7% | +0.3% | -13.5% |
| 3M | -16.7% | -33.8% | +17.1% | -6.2% |
| 6M | -31.7% | -36.6% | +4.9% | -23.1% |
| YTD | +45.9% | +19.8% | +26.1% | +36.7% |
| 1Y | +47.0% | +8.0% | +39.0% | +44.4% |
| All | +47.0% | +6.7% | +40.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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