+320.4%
MTSI vs BEN
+39.3%
+281.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +1.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | +2.1% | -0.5% | +2.6% | +2.2% |
| 3M | -29.7% | +9.7% | -39.5% | -33.3% |
| 6M | +12.5% | +33.9% | -21.4% | -5.0% |
| YTD | +57.0% | +49.0% | +8.0% | +23.6% |
| 1Y | +103.9% | +42.1% | +61.8% | +64.5% |
| 3Y | +223.6% | +51.9% | +171.7% | +140.8% |
| All | +320.4% | +39.3% | +281.1% | +212.9% |
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 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