+477.8%
MTSI vs M
-3.0%
+480.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -3.8% | +5.0% | -8.9% | -4.7% |
| 30D | -31.4% | +10.6% | -42.0% | -33.1% |
| 3M | -23.8% | +1.6% | -25.3% | -24.5% |
| 6M | -37.1% | +30.8% | -67.9% | -41.2% |
| YTD | +32.2% | +16.9% | +15.3% | +25.8% |
| 1Y | +26.9% | +26.3% | +0.7% | +18.4% |
| 3Y | +193.7% | +158.6% | +35.1% | +125.9% |
| 5Y | +218.0% | +2.1% | +216.0% | +182.6% |
| 10Y | +477.8% | -4.3% | +482.1% | +412.1% |
| All | +477.8% | -3.0% | +480.8% | +412.1% |
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