+320.4%
MTSI vs D
+4.5%
+315.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.4% |
| 7D | +1.4% | +0.4% | +0.9% | +1.4% |
| 30D | +2.1% | -3.6% | +5.6% | +2.0% |
| 3M | -29.7% | -1.0% | -28.7% | -29.8% |
| 6M | +12.5% | +6.3% | +6.3% | +12.4% |
| YTD | +57.0% | +14.7% | +42.3% | +56.6% |
| 1Y | +103.9% | +16.9% | +87.0% | +103.3% |
| 3Y | +223.6% | +56.8% | +166.8% | +212.1% |
| All | +320.4% | +4.5% | +315.8% | +322.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling