+158.2%
MTSI vs GEN
+84.3%
+73.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.9% | -17.4% | -18.3% |
| 7D | -24.6% | +8.5% | -33.1% | -25.0% |
| 30D | -45.7% | +34.2% | -79.9% | -47.2% |
| 3M | -27.7% | +10.0% | -37.7% | -28.6% |
| 6M | -37.3% | +56.8% | -94.1% | -44.5% |
| YTD | +11.1% | +14.2% | -3.1% | +8.6% |
| 1Y | +27.2% | +20.8% | +6.4% | +21.0% |
| All | +158.2% | +84.3% | +73.9% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling