+1,208.8%
MTSI vs BR
+844.1%
+364.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.8% | +5.5% |
| 7D | +1.4% | -5.3% | +6.7% | +4.6% |
| 30D | +2.1% | +6.4% | -4.4% | -2.6% |
| 3M | -29.7% | +13.6% | -43.4% | -36.8% |
| 6M | +12.5% | -6.7% | +19.2% | +12.5% |
| YTD | +57.0% | -21.1% | +78.1% | +75.0% |
| 1Y | +103.9% | -29.6% | +133.5% | +145.7% |
| 3Y | +223.6% | -2.4% | +225.9% | +197.0% |
| 5Y | +321.6% | +11.2% | +310.3% | +238.4% |
| 10Y | +517.7% | +191.8% | +325.9% | +130.7% |
| All | +1,208.8% | +844.1% | +364.7% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling