+234.3%
MTSI vs BR
-1.3%
+235.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.8% | +3.3% |
| 7D | +1.4% | -5.3% | +6.7% | +1.2% |
| 30D | +2.1% | +6.4% | -4.4% | +2.1% |
| 3M | -29.7% | +13.6% | -43.4% | -29.2% |
| 6M | +12.5% | -6.7% | +19.2% | +19.4% |
| YTD | +57.0% | -21.1% | +78.1% | +79.2% |
| 1Y | +103.9% | -29.6% | +133.5% | +147.6% |
| All | +234.3% | -1.3% | +235.6% | +217.3% |
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 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