+186.2%
MTSI vs BR
+13.3%
+172.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.7% | +10.4% |
| 7D | -10.0% | +6.5% | -16.5% | -8.5% |
| 30D | -37.2% | +18.9% | -56.1% | -34.9% |
| 3M | -30.1% | +16.3% | -46.3% | -27.9% |
| 6M | -31.9% | +26.2% | -58.1% | -29.2% |
| YTD | +23.2% | -13.1% | +36.3% | +44.7% |
| 1Y | +26.4% | -10.5% | +36.9% | +46.0% |
| 3Y | +186.2% | +13.3% | +172.8% | +161.1% |
| All | +186.2% | +13.3% | +172.9% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling