+519.2%
MTSI vs MAS
+241.3%
+277.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -4.3% |
| 7D | -10.7% | +14.2% | -24.8% | -18.0% |
| 30D | -29.0% | +26.8% | -55.8% | -39.5% |
| 3M | -14.7% | +13.1% | -27.8% | -22.6% |
| 6M | -20.1% | +27.9% | -48.0% | -33.6% |
| YTD | +36.1% | +38.7% | -2.5% | +4.6% |
| 1Y | +61.7% | +40.4% | +21.4% | +22.7% |
| 3Y | +210.7% | +66.1% | +144.6% | +99.2% |
| 5Y | +212.8% | +47.4% | +165.4% | +113.7% |
| 10Y | +519.2% | +238.3% | +280.9% | +124.3% |
| All | +519.2% | +241.3% | +277.9% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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