+451.3%
MTSI vs IT
+100.5%
+350.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.0% | +14.9% | +12.1% |
| 7D | -10.0% | -16.9% | +6.9% | -5.1% |
| 30D | -37.2% | +2.3% | -39.5% | -39.1% |
| 3M | -30.1% | +2.9% | -32.9% | -33.9% |
| 6M | -31.9% | +25.9% | -57.8% | -44.0% |
| YTD | +23.2% | -24.6% | +47.8% | +26.3% |
| 1Y | +26.4% | -16.0% | +42.4% | +21.3% |
| 3Y | +186.2% | -51.6% | +237.7% | +262.2% |
| 5Y | +187.0% | -42.6% | +229.7% | +220.1% |
| All | +451.3% | +100.5% | +350.7% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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