+26.4%
MTSI vs D
+19.8%
+6.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +10.0% |
| 7D | -10.0% | +3.0% | -13.0% | -8.5% |
| 30D | -37.2% | +11.5% | -48.7% | -33.5% |
| 3M | -30.1% | +3.7% | -33.8% | -27.4% |
| 6M | -31.9% | +13.5% | -45.4% | -28.3% |
| YTD | +23.2% | +20.7% | +2.5% | +29.7% |
| 1Y | +26.4% | +18.2% | +8.2% | +33.3% |
| All | +26.4% | +19.8% | +6.6% | +33.3% |
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 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