+225.0%
MTSI vs BEN
+27.7%
+197.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +29.1% | +11.3% | +17.8% | +21.7% |
| 30D | -20.4% | +15.0% | -35.4% | -26.0% |
| 3M | -20.9% | +7.8% | -28.8% | -23.8% |
| 6M | -32.3% | +15.5% | -47.7% | -37.4% |
| YTD | +43.5% | +55.4% | -11.9% | +10.1% |
| 1Y | +43.8% | +63.3% | -19.5% | +7.2% |
| 3Y | +218.8% | +83.4% | +135.3% | +109.2% |
| All | +225.0% | +27.7% | +197.3% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling