+26.4%
MTSI vs COMP
+16.2%
+10.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.7% | +0.1% | +9.4% |
| 7D | -10.0% | +13.4% | -23.4% | -11.0% |
| 30D | -37.2% | +11.1% | -48.3% | -37.9% |
| 3M | -30.1% | -18.8% | -11.2% | -28.7% |
| 6M | -31.9% | +10.5% | -42.4% | -33.5% |
| YTD | +23.2% | -3.4% | +26.6% | +14.2% |
| 1Y | +26.4% | +19.7% | +6.7% | +14.8% |
| All | +26.4% | +16.2% | +10.2% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling