+260.3%
MTSI vs COMP
-52.0%
+312.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.7% | +0.1% | +9.0% |
| 7D | -10.0% | +13.4% | -23.4% | -11.7% |
| 30D | -37.2% | +11.1% | -48.3% | -38.4% |
| 3M | -30.1% | -18.8% | -11.2% | -28.0% |
| 6M | -31.9% | +10.5% | -42.4% | -34.1% |
| YTD | +23.2% | -3.4% | +26.6% | +19.9% |
| 1Y | +26.4% | +19.7% | +6.7% | +18.3% |
| 3Y | +186.2% | +381.6% | -195.5% | +94.8% |
| 5Y | +187.0% | -17.6% | +204.6% | +152.0% |
| All | +260.3% | -52.0% | +312.2% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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