+451.3%
MTSI vs M
-4.2%
+455.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.6% | +15.4% | +11.8% |
| 7D | -10.0% | -4.3% | -5.7% | -9.1% |
| 30D | -37.2% | +1.3% | -38.5% | -37.6% |
| 3M | -30.1% | -7.4% | -22.7% | -29.4% |
| 6M | -31.9% | +18.3% | -50.2% | -35.1% |
| YTD | +23.2% | +7.6% | +15.6% | +19.2% |
| 1Y | +26.4% | +17.4% | +9.0% | +19.7% |
| 3Y | +186.2% | +108.4% | +77.8% | +130.1% |
| 5Y | +187.0% | -10.6% | +197.7% | +161.8% |
| All | +451.3% | -4.2% | +455.5% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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