+512.7%
MTSI vs M
-5.1%
+517.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.2% | +10.5% |
| 7D | +7.2% | -3.3% | +10.5% | +8.1% |
| 30D | -18.4% | +8.1% | -26.5% | -20.0% |
| 3M | -16.7% | +2.2% | -18.9% | -17.6% |
| 6M | -31.7% | +35.1% | -66.8% | -36.6% |
| YTD | +45.9% | +15.8% | +30.1% | +39.1% |
| 1Y | +47.0% | +25.8% | +21.2% | +37.2% |
| 3Y | +224.1% | +156.2% | +67.8% | +149.7% |
| 5Y | +238.5% | -2.4% | +240.9% | +203.2% |
| 10Y | +512.7% | -7.1% | +519.8% | +448.4% |
| All | +512.7% | -5.1% | +517.8% | +448.4% |
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