+539.5%
MTSI vs BR
+183.7%
+355.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +3.6% |
| 7D | +4.9% | -5.9% | +10.8% | +8.4% |
| 30D | -11.6% | +1.9% | -13.5% | -13.4% |
| 3M | -24.1% | +14.7% | -38.7% | -32.0% |
| 6M | +32.4% | -12.8% | +45.2% | +39.5% |
| YTD | +60.4% | -23.0% | +83.5% | +82.3% |
| 1Y | +111.0% | -31.7% | +142.7% | +160.7% |
| 3Y | +246.1% | -4.8% | +250.9% | +222.2% |
| 5Y | +340.3% | +7.8% | +332.5% | +258.4% |
| 10Y | +539.5% | +184.1% | +355.4% | +110.3% |
| All | +539.5% | +183.7% | +355.8% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling