-31.9%
MTSI vs BR
+27.1%
-59.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.7% | +8.4% |
| 7D | -10.0% | +6.5% | -16.5% | -1.5% |
| 30D | -37.2% | +18.9% | -56.1% | -21.0% |
| 3M | -30.1% | +16.3% | -46.3% | -12.6% |
| 6M | -31.9% | +26.2% | -58.1% | -1.6% |
| All | -31.9% | +27.1% | -59.0% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling