+26.4%
MTSI vs M
+15.5%
+10.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.6% | +15.4% | +11.2% |
| 7D | -10.0% | -4.3% | -5.7% | -9.3% |
| 30D | -37.2% | +1.3% | -38.5% | -37.0% |
| 3M | -30.1% | -7.4% | -22.7% | -28.8% |
| 6M | -31.9% | +18.3% | -50.2% | -33.3% |
| YTD | +23.2% | +7.6% | +15.6% | +16.9% |
| 1Y | +26.4% | +17.4% | +9.0% | +18.4% |
| All | +26.4% | +15.5% | +10.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling