+43.0%
MTSI vs IT
-15.8%
+58.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.3% |
| 7D | +10.0% | +1.1% | +8.9% | +10.3% |
| 30D | -20.3% | -1.8% | -18.5% | -20.2% |
| 3M | -24.4% | +4.8% | -29.3% | -21.4% |
| 6M | -39.2% | +33.0% | -72.2% | -30.5% |
| YTD | +35.5% | -23.8% | +59.3% | +40.3% |
| 1Y | +43.0% | -16.5% | +59.6% | +48.0% |
| All | +43.0% | -15.8% | +58.9% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling