+397.4%
MTSI vs MAS
+219.8%
+177.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.4% | -14.9% | -16.3% |
| 7D | -24.6% | +4.6% | -29.1% | -26.6% |
| 30D | -45.7% | +19.9% | -65.6% | -52.0% |
| 3M | -27.7% | +8.9% | -36.6% | -32.7% |
| 6M | -37.3% | +20.2% | -57.5% | -45.7% |
| YTD | +11.1% | +33.9% | -22.8% | -12.4% |
| 1Y | +27.2% | +34.7% | -7.5% | -0.7% |
| 3Y | +153.7% | +60.4% | +93.3% | +66.7% |
| 5Y | +159.0% | +43.5% | +115.5% | +80.3% |
| All | +397.4% | +219.8% | +177.6% | +86.7% |
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