+206.9%
MTSI vs GEN
+33.3%
+173.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -6.0% |
| 7D | +10.0% | +2.0% | +7.9% | +9.6% |
| 30D | -20.3% | +27.7% | -48.1% | -24.6% |
| 3M | -24.4% | +3.3% | -27.7% | -25.6% |
| 6M | -39.2% | +31.8% | -71.0% | -45.2% |
| YTD | +35.5% | +13.5% | +22.0% | +27.6% |
| 1Y | +43.0% | +16.0% | +27.0% | +33.4% |
| 3Y | +196.3% | +70.6% | +125.7% | +134.6% |
| All | +206.9% | +33.3% | +173.6% | +149.8% |
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