+471.4%
MTSI vs BEN
+70.4%
+401.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.3% | +2.7% | +5.5% |
| 7D | +3.5% | +12.2% | -8.7% | -2.2% |
| 30D | -30.3% | +12.1% | -42.4% | -34.2% |
| 3M | -26.0% | +7.3% | -33.3% | -28.4% |
| 6M | -36.1% | +17.9% | -54.0% | -41.5% |
| YTD | +34.3% | +55.4% | -21.2% | +3.9% |
| 1Y | +35.3% | +69.3% | -34.1% | -0.3% |
| 3Y | +217.6% | +82.8% | +134.8% | +115.6% |
| 5Y | +210.1% | +28.8% | +181.3% | +151.9% |
| 10Y | +471.4% | +53.9% | +417.5% | +327.9% |
| All | +471.4% | +70.4% | +401.0% | +327.9% |
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