+61.7%
MTSI vs INDA
-7.3%
+69.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.6% |
| 7D | -10.7% | +6.9% | -17.6% | -14.4% |
| 30D | -29.0% | +7.4% | -36.4% | -32.4% |
| 3M | -14.7% | -1.0% | -13.7% | -13.5% |
| 6M | -20.1% | +2.9% | -23.0% | -21.3% |
| YTD | +36.1% | -7.4% | +43.5% | +31.5% |
| 1Y | +61.7% | -7.4% | +69.1% | +55.1% |
| All | +61.7% | -7.3% | +69.1% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling