+28.9%
MTSI vs D
+16.2%
+12.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +8.7% |
| 7D | +3.5% | +0.8% | +2.8% | +4.0% |
| 30D | -30.3% | +10.7% | -41.0% | -26.5% |
| 3M | -26.0% | +2.3% | -28.3% | -23.6% |
| 6M | -36.1% | +12.5% | -48.6% | -33.0% |
| YTD | +34.3% | +20.1% | +14.2% | +40.4% |
| All | +28.9% | +16.2% | +12.7% | +35.1% |
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