+210.1%
MTSI vs GEN
+27.3%
+182.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -30.3% | +28.2% | -58.5% | -34.2% |
| 3M | -26.0% | +2.6% | -28.6% | -27.2% |
| 6M | -36.1% | +32.7% | -68.8% | -42.8% |
| YTD | +34.3% | +11.3% | +23.0% | +27.0% |
| 1Y | +35.3% | +17.9% | +17.3% | +24.7% |
| 3Y | +217.6% | +66.3% | +151.3% | +152.9% |
| 5Y | +210.1% | +31.7% | +178.4% | +153.3% |
| All | +210.1% | +27.3% | +182.8% | +153.3% |
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