+826.3%
MTSI vs GEN
+383.8%
+442.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.9% | -17.4% | -18.1% |
| 7D | -24.6% | +8.5% | -33.1% | -26.6% |
| 30D | -45.7% | +34.2% | -79.9% | -51.1% |
| 3M | -27.7% | +10.0% | -37.7% | -31.6% |
| 6M | -37.3% | +56.8% | -94.1% | -48.7% |
| YTD | +11.1% | +14.2% | -3.1% | +0.9% |
| 1Y | +27.2% | +20.8% | +6.4% | +12.8% |
| 3Y | +153.7% | +84.1% | +69.6% | +88.4% |
| 5Y | +159.0% | +37.1% | +121.9% | +109.3% |
| 10Y | +405.6% | +171.5% | +234.1% | +196.4% |
| All | +826.3% | +383.8% | +442.5% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling