+183.6%
MTSI vs GEN
+32.5%
+151.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.6% | +13.5% | +11.3% |
| 7D | -10.0% | +2.3% | -12.3% | -10.4% |
| 30D | -37.2% | +33.1% | -70.2% | -41.2% |
| 3M | -30.1% | +6.5% | -36.5% | -31.9% |
| 6M | -31.9% | +53.8% | -85.7% | -42.1% |
| YTD | +23.2% | +11.2% | +12.0% | +16.5% |
| 1Y | +26.4% | +19.4% | +7.0% | +15.9% |
| 3Y | +186.2% | +81.0% | +105.1% | +120.3% |
| All | +183.6% | +32.5% | +151.1% | +135.1% |
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 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