+477.8%
MTSI vs CAPR
-68.2%
+546.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.9% | +8.4% | -1.3% |
| 7D | -3.8% | +7.6% | -11.5% | -4.0% |
| 30D | -31.4% | +13.3% | -44.7% | -31.7% |
| 3M | -23.8% | +130.4% | -154.1% | -25.9% |
| 6M | -37.1% | -70.8% | +33.7% | -36.3% |
| YTD | +32.2% | -69.3% | +101.5% | +33.3% |
| 1Y | +26.9% | +59.5% | -32.6% | +15.2% |
| 3Y | +193.7% | +216.8% | -23.0% | +147.7% |
| 5Y | +218.0% | +152.7% | +65.3% | +164.8% |
| 10Y | +477.8% | -68.2% | +546.0% | +371.4% |
| All | +477.8% | -68.2% | +546.0% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling