+231.9%
MTSI vs D
+58.5%
+173.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.4% |
| 7D | +1.4% | +1.5% | -0.1% | +1.5% |
| 30D | +2.1% | -2.6% | +4.7% | +1.8% |
| 3M | -29.7% | 0.0% | -29.7% | -29.7% |
| 6M | +12.5% | +7.4% | +5.2% | +13.2% |
| YTD | +57.0% | +15.9% | +41.2% | +58.5% |
| 1Y | +103.9% | +18.1% | +85.8% | +106.3% |
| All | +231.9% | +58.5% | +173.4% | +215.0% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling