+451.3%
MTSI vs BEN
+62.2%
+389.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.7% | +6.1% | +8.2% |
| 7D | -10.0% | +6.6% | -16.6% | -12.6% |
| 30D | -37.2% | +3.8% | -41.0% | -38.2% |
| 3M | -30.1% | +0.2% | -30.3% | -29.8% |
| 6M | -31.9% | +10.4% | -42.4% | -35.5% |
| YTD | +23.2% | +46.2% | -23.0% | -1.4% |
| 1Y | +26.4% | +52.3% | -25.9% | -1.3% |
| 3Y | +186.2% | +65.9% | +120.2% | +105.2% |
| 5Y | +187.0% | +20.6% | +166.5% | +141.8% |
| All | +451.3% | +62.2% | +389.1% | +295.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling