+61.7%
MTSI vs BR
-14.2%
+76.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | +1.7% |
| 7D | -10.7% | +7.0% | -17.6% | -4.9% |
| 30D | -29.0% | +19.0% | -48.0% | -16.8% |
| 3M | -14.7% | +13.1% | -27.8% | -2.6% |
| 6M | -20.1% | +24.6% | -44.7% | +1.6% |
| YTD | +36.1% | -13.6% | +49.7% | +54.2% |
| 1Y | +61.7% | -13.1% | +74.9% | +86.6% |
| All | +61.7% | -14.2% | +76.0% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling