+512.7%
MTSI vs INDA
+112.6%
+400.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.3% | +10.6% | +10.5% |
| 7D | +7.2% | +3.1% | +4.1% | +4.6% |
| 30D | -18.4% | +11.3% | -29.7% | -25.7% |
| 3M | -16.7% | +3.0% | -19.7% | -19.0% |
| 6M | -31.7% | +6.5% | -38.3% | -35.3% |
| YTD | +45.9% | -4.6% | +50.4% | +51.1% |
| 1Y | +47.0% | -5.8% | +52.7% | +53.8% |
| 3Y | +224.1% | +16.8% | +207.3% | +182.8% |
| 5Y | +238.5% | +10.4% | +228.1% | +210.2% |
| 10Y | +512.7% | +116.8% | +395.9% | +245.6% |
| All | +512.7% | +112.6% | +400.1% | +245.6% |
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