+158.2%
MTSI vs M
+110.5%
+47.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.9% | -12.5% | -17.0% |
| 7D | -24.6% | -2.1% | -22.4% | -24.0% |
| 30D | -45.7% | +7.7% | -53.4% | -46.8% |
| 3M | -27.7% | -4.4% | -23.4% | -27.3% |
| 6M | -37.3% | +27.5% | -64.8% | -41.6% |
| YTD | +11.1% | +12.8% | -1.6% | +5.9% |
| 1Y | +27.2% | +20.7% | +6.4% | +18.4% |
| All | +158.2% | +110.5% | +47.7% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling