+1,208.8%
MTSI vs IT
+345.3%
+863.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +5.3% |
| 7D | +1.4% | -6.0% | +7.4% | +3.7% |
| 30D | +2.1% | 0.0% | +2.1% | +0.9% |
| 3M | -29.7% | +13.1% | -42.8% | -36.4% |
| 6M | +12.5% | +11.7% | +0.8% | -0.6% |
| YTD | +57.0% | -26.1% | +83.1% | +66.5% |
| 1Y | +103.9% | -21.3% | +125.2% | +105.2% |
| 3Y | +223.6% | -46.7% | +270.3% | +290.0% |
| 5Y | +321.6% | -40.5% | +362.1% | +371.2% |
| 10Y | +517.7% | +103.9% | +413.8% | +221.1% |
| All | +1,208.8% | +345.3% | +863.4% | +414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling