+1,034.5%
MTSI vs MAS
+857.5%
+176.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -3.9% |
| 7D | -10.7% | +14.2% | -24.8% | -17.0% |
| 30D | -29.0% | +26.8% | -55.8% | -38.1% |
| 3M | -14.7% | +13.1% | -27.8% | -21.5% |
| 6M | -20.1% | +27.9% | -48.0% | -31.7% |
| YTD | +36.1% | +38.7% | -2.5% | +9.3% |
| 1Y | +61.7% | +40.4% | +21.4% | +28.6% |
| 3Y | +210.7% | +66.1% | +144.6% | +118.4% |
| 5Y | +212.8% | +47.4% | +165.4% | +131.3% |
| 10Y | +519.2% | +238.3% | +280.9% | +209.1% |
| All | +1,034.5% | +857.5% | +176.9% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling