+1,208.8%
MTSI vs MAS
+701.8%
+506.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.5% |
| 7D | +1.4% | -0.8% | +2.1% | +1.8% |
| 30D | +2.1% | -5.6% | +7.6% | +4.8% |
| 3M | -29.7% | +4.4% | -34.2% | -32.1% |
| 6M | +12.5% | +7.2% | +5.3% | +6.5% |
| YTD | +57.0% | +16.1% | +40.9% | +40.6% |
| 1Y | +103.9% | +0.1% | +103.8% | +96.8% |
| 3Y | +223.6% | +28.3% | +195.3% | +164.5% |
| 5Y | +321.6% | +30.5% | +291.1% | +236.6% |
| 10Y | +517.7% | +139.1% | +378.6% | +263.6% |
| All | +1,208.8% | +701.8% | +506.9% | +454.3% |
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 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