+61.7%
MTSI vs D
+23.9%
+37.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | +1.1% |
| 7D | -10.7% | +8.5% | -19.2% | -7.0% |
| 30D | -29.0% | +14.3% | -43.3% | -24.5% |
| 3M | -14.7% | +1.8% | -16.5% | -11.7% |
| 6M | -20.1% | +13.0% | -33.1% | -15.7% |
| YTD | +36.1% | +22.7% | +13.4% | +41.6% |
| 1Y | +61.7% | +22.6% | +39.1% | +68.7% |
| All | +61.7% | +23.9% | +37.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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