+225.1%
MTSI vs COMP
-56.6%
+281.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -8.2% | -10.2% | -17.0% |
| 7D | -24.6% | -1.8% | -22.8% | -24.2% |
| 30D | -45.7% | -0.8% | -45.0% | -45.8% |
| 3M | -27.7% | -28.1% | +0.4% | -24.1% |
| 6M | -37.3% | +27.0% | -64.3% | -41.2% |
| YTD | +11.1% | -12.8% | +23.9% | +10.0% |
| 1Y | +27.2% | +4.9% | +22.3% | +21.6% |
| 3Y | +153.7% | +321.0% | -167.3% | +76.6% |
| 5Y | +159.0% | -25.6% | +184.6% | +131.1% |
| All | +225.1% | -56.6% | +281.7% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling