+340.3%
MTSI vs BR
+9.8%
+330.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +2.8% |
| 7D | +4.9% | -5.9% | +10.8% | +6.5% |
| 30D | -11.6% | +1.9% | -13.5% | -12.5% |
| 3M | -24.1% | +14.7% | -38.7% | -28.0% |
| 6M | +32.4% | -12.8% | +45.2% | +40.6% |
| YTD | +60.4% | -23.0% | +83.5% | +81.0% |
| 1Y | +111.0% | -31.7% | +142.7% | +154.6% |
| 3Y | +246.1% | -4.8% | +250.9% | +233.1% |
| 5Y | +340.3% | +7.8% | +332.5% | +256.4% |
| All | +340.3% | +9.8% | +330.5% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling