+826.3%
MTSI vs D
+151.8%
+674.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.2% | -18.2% | -18.3% |
| 7D | -24.6% | +6.9% | -31.5% | -25.6% |
| 30D | -45.7% | +12.3% | -58.0% | -47.1% |
| 3M | -27.7% | +3.0% | -30.8% | -28.4% |
| 6M | -37.3% | +12.8% | -50.1% | -39.3% |
| YTD | +11.1% | +22.6% | -11.4% | +5.4% |
| 1Y | +27.2% | +21.7% | +5.5% | +20.7% |
| 3Y | +153.7% | +83.9% | +69.7% | +110.1% |
| 5Y | +159.0% | +14.0% | +145.0% | +145.0% |
| 10Y | +405.6% | +45.6% | +360.0% | +340.4% |
| All | +826.3% | +151.8% | +674.4% | +477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling