+26.9%
MTSI vs INDA
-4.2%
+31.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -2.0% |
| 7D | -3.8% | +6.2% | -10.0% | -7.5% |
| 30D | -31.4% | +12.4% | -43.7% | -36.9% |
| 3M | -23.8% | +3.2% | -26.9% | -24.8% |
| 6M | -37.1% | +3.8% | -40.8% | -38.3% |
| YTD | +32.2% | -4.3% | +36.5% | +27.1% |
| 1Y | +26.9% | -4.5% | +31.4% | +20.9% |
| All | +26.9% | -4.2% | +31.1% | +20.9% |
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