+406.5%
MTSI vs AUR
-36.6%
+443.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +1.4% | +8.7% | -7.4% | -0.2% |
| 30D | +2.1% | -5.2% | +7.3% | +3.0% |
| 3M | -29.7% | -7.3% | -22.4% | -28.8% |
| 6M | +12.5% | +41.2% | -28.7% | +5.4% |
| YTD | +57.0% | +65.1% | -8.1% | +42.5% |
| 1Y | +103.9% | +13.4% | +90.5% | +95.9% |
| 3Y | +223.6% | +98.1% | +125.4% | +154.2% |
| 5Y | +321.6% | -36.0% | +357.6% | +236.8% |
| All | +406.5% | -36.6% | +443.1% | +308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling