+926.7%
MTSI vs INDA
+126.5%
+800.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.7% | +9.1% | +9.6% |
| 7D | -10.0% | +6.6% | -16.6% | -14.1% |
| 30D | -37.2% | +10.4% | -47.6% | -41.7% |
| 3M | -30.1% | +1.5% | -31.6% | -31.0% |
| 6M | -31.9% | +1.7% | -33.6% | -32.9% |
| YTD | +23.2% | -5.8% | +29.0% | +28.2% |
| 1Y | +26.4% | -5.1% | +31.5% | +30.8% |
| 3Y | +186.2% | +16.0% | +170.2% | +157.3% |
| 5Y | +187.0% | +9.3% | +177.8% | +170.3% |
| 10Y | +460.4% | +102.1% | +358.2% | +261.0% |
| All | +926.7% | +126.5% | +800.2% | +503.1% |
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 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