+1,208.8%
MTSI vs INDA
+122.1%
+1,086.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | +0.7% | +0.7% | +0.9% |
| 30D | +2.1% | -0.8% | +2.9% | +2.6% |
| 3M | -29.7% | +3.9% | -33.7% | -31.5% |
| 6M | +12.5% | -0.7% | +13.2% | +13.4% |
| YTD | +57.0% | -7.7% | +64.7% | +66.2% |
| 1Y | +103.9% | -5.1% | +109.0% | +111.4% |
| 3Y | +223.6% | +13.6% | +209.9% | +196.1% |
| 5Y | +321.6% | +7.8% | +313.7% | +302.0% |
| 10Y | +517.7% | +84.6% | +433.1% | +319.4% |
| All | +1,208.8% | +122.1% | +1,086.6% | +681.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling