+159.0%
MTSI vs D
+14.9%
+144.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.2% | -18.2% | -18.4% |
| 7D | -24.6% | +6.9% | -31.5% | -24.2% |
| 30D | -45.7% | +12.3% | -58.0% | -45.3% |
| 3M | -27.7% | +3.0% | -30.8% | -27.3% |
| 6M | -37.3% | +12.8% | -50.1% | -37.0% |
| YTD | +11.1% | +22.6% | -11.4% | +11.5% |
| 1Y | +27.2% | +21.7% | +5.5% | +27.6% |
| 3Y | +153.7% | +83.9% | +69.7% | +143.1% |
| 5Y | +159.0% | +14.0% | +145.0% | +166.7% |
| All | +159.0% | +14.9% | +144.1% | +166.7% |
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