+468.8%
MTSI vs GEN
+152.9%
+315.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -6.3% |
| 7D | +10.0% | +2.0% | +7.9% | +9.3% |
| 30D | -20.3% | +27.7% | -48.1% | -26.9% |
| 3M | -24.4% | +3.3% | -27.7% | -26.8% |
| 6M | -39.2% | +31.8% | -71.0% | -46.9% |
| YTD | +35.5% | +13.5% | +22.0% | +23.5% |
| 1Y | +43.0% | +16.0% | +27.0% | +29.0% |
| 3Y | +196.3% | +70.6% | +125.7% | +125.7% |
| 5Y | +210.0% | +32.1% | +177.9% | +153.1% |
| All | +468.8% | +152.9% | +315.9% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling