+502.4%
MTSI vs D
+47.7%
+454.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +29.1% | -3.1% | +32.2% | +29.7% |
| 30D | -20.4% | +8.4% | -28.8% | -21.8% |
| 3M | -20.9% | +0.2% | -21.1% | -21.1% |
| 6M | -32.3% | +9.5% | -41.7% | -33.9% |
| YTD | +43.5% | +18.8% | +24.7% | +37.3% |
| 1Y | +43.8% | +14.7% | +29.1% | +38.5% |
| 3Y | +218.8% | +72.9% | +145.8% | +169.7% |
| 5Y | +228.3% | +13.1% | +215.2% | +212.5% |
| All | +502.4% | +47.7% | +454.7% | +502.8% |
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