+477.8%
MTSI vs BEN
+55.0%
+422.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.2% |
| 7D | -3.8% | +12.1% | -16.0% | -9.2% |
| 30D | -31.4% | +13.4% | -44.8% | -35.6% |
| 3M | -23.8% | +9.4% | -33.1% | -27.0% |
| 6M | -37.1% | +19.3% | -56.3% | -42.8% |
| YTD | +32.2% | +57.3% | -25.0% | +1.6% |
| 1Y | +26.9% | +69.1% | -42.2% | -6.4% |
| 3Y | +193.7% | +85.6% | +108.1% | +97.8% |
| 5Y | +218.0% | +32.9% | +185.1% | +153.8% |
| 10Y | +477.8% | +58.3% | +419.4% | +319.4% |
| All | +477.8% | +55.0% | +422.8% | +319.4% |
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