+471.4%
MTSI vs D
+42.1%
+429.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.1% |
| 7D | +3.5% | +0.8% | +2.8% | +3.3% |
| 30D | -30.3% | +10.7% | -41.0% | -31.8% |
| 3M | -26.0% | +2.3% | -28.3% | -26.5% |
| 6M | -36.1% | +12.5% | -48.6% | -38.0% |
| YTD | +34.3% | +20.1% | +14.2% | +28.3% |
| 1Y | +35.3% | +15.6% | +19.7% | +30.1% |
| 3Y | +217.6% | +75.2% | +142.5% | +168.1% |
| 5Y | +210.1% | +14.6% | +195.5% | +194.2% |
| 10Y | +471.4% | +43.8% | +427.7% | +442.3% |
| All | +471.4% | +42.1% | +429.3% | +442.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling