+539.5%
MTSI vs INDA
+80.4%
+459.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.5% |
| 7D | +4.9% | -1.0% | +5.9% | +5.7% |
| 30D | -11.6% | -2.5% | -9.0% | -9.7% |
| 3M | -24.1% | +4.0% | -28.0% | -26.5% |
| 6M | +32.4% | -1.8% | +34.2% | +34.6% |
| YTD | +60.4% | -9.2% | +69.6% | +73.5% |
| 1Y | +111.0% | -7.2% | +118.2% | +123.6% |
| 3Y | +246.1% | +9.8% | +236.3% | +219.8% |
| 5Y | +340.3% | +7.5% | +332.8% | +314.8% |
| 10Y | +539.5% | +80.8% | +458.7% | +326.4% |
| All | +539.5% | +80.4% | +459.1% | +326.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling