+468.8%
MTSI vs BR
+277.7%
+191.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | +10.0% | +1.1% | +8.9% | +9.4% |
| 30D | -20.3% | +14.4% | -34.7% | -27.0% |
| 3M | -24.4% | +12.4% | -36.8% | -31.1% |
| 6M | -39.2% | +35.4% | -74.6% | -52.1% |
| YTD | +35.5% | -12.2% | +47.7% | +40.3% |
| 1Y | +43.0% | -12.7% | +55.8% | +48.7% |
| 3Y | +196.3% | +14.3% | +182.0% | +140.6% |
| 5Y | +210.0% | +19.3% | +190.8% | +136.7% |
| All | +468.8% | +277.7% | +191.1% | +23.0% |
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 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