+103.9%
MTSI vs BR
-29.1%
+133.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.8% | +1.2% |
| 7D | +1.4% | -5.3% | +6.7% | -2.2% |
| 30D | +2.1% | +6.4% | -4.4% | +6.9% |
| 3M | -29.7% | +13.6% | -43.4% | -21.0% |
| 6M | +12.5% | -6.7% | +19.2% | +19.6% |
| YTD | +57.0% | -21.1% | +78.1% | +58.4% |
| 1Y | +103.9% | -29.6% | +133.5% | +104.0% |
| All | +103.9% | -29.1% | +133.0% | +104.0% |
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