+219.0%
MTSI vs IT
-53.1%
+272.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.2% | +10.5% |
| 7D | +7.2% | -6.8% | +14.0% | +6.6% |
| 30D | -18.4% | -0.6% | -17.9% | -18.8% |
| 3M | -16.7% | +3.1% | -19.8% | -16.9% |
| 6M | -31.7% | +25.5% | -57.2% | -32.8% |
| YTD | +45.9% | -23.5% | +69.4% | +63.1% |
| 1Y | +47.0% | -16.6% | +63.6% | +58.5% |
| All | +219.0% | -53.1% | +272.0% | +354.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling