+1,002.1%
MTSI vs IT
+351.3%
+650.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -3.8% | -7.5% | +3.7% | -1.1% |
| 30D | -31.4% | -1.2% | -30.2% | -32.6% |
| 3M | -23.8% | -2.2% | -21.6% | -26.6% |
| 6M | -37.1% | +19.1% | -56.1% | -47.4% |
| YTD | +32.2% | -25.1% | +57.3% | +34.3% |
| 1Y | +26.9% | -17.4% | +44.3% | +21.6% |
| 3Y | +193.7% | -54.1% | +247.9% | +276.1% |
| 5Y | +218.0% | -42.7% | +260.7% | +251.0% |
| 10Y | +477.8% | +88.1% | +389.6% | +201.7% |
| All | +1,002.1% | +351.3% | +650.8% | +314.8% |
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