+320.4%
MTSI vs GEN
+24.6%
+295.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +4.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | +2.1% | +10.1% | -8.1% | -0.9% |
| 3M | -29.7% | +16.1% | -45.8% | -33.2% |
| 6M | +12.5% | +38.9% | -26.3% | -0.6% |
| YTD | +57.0% | +14.4% | +42.6% | +48.2% |
| 1Y | +103.9% | +5.9% | +98.1% | +98.2% |
| 3Y | +223.6% | +58.8% | +164.8% | +163.6% |
| All | +320.4% | +24.6% | +295.7% | +258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling