+471.4%
MTSI vs BR
+266.7%
+204.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.5% |
| 7D | +3.5% | +4.4% | -0.9% | +0.8% |
| 30D | -30.3% | +16.3% | -46.6% | -36.7% |
| 3M | -26.0% | +16.2% | -42.2% | -34.1% |
| 6M | -36.1% | +30.3% | -66.4% | -48.5% |
| YTD | +34.3% | -12.2% | +46.5% | +39.1% |
| 1Y | +35.3% | -11.3% | +46.5% | +38.8% |
| 3Y | +217.6% | +15.2% | +202.4% | +156.2% |
| 5Y | +210.1% | +18.0% | +192.1% | +138.7% |
| 10Y | +471.4% | +268.7% | +202.7% | +29.3% |
| All | +471.4% | +266.7% | +204.8% | +29.3% |
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