+61.7%
MTSI vs MGY
+8.9%
+52.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -1.6% |
| 7D | -10.7% | -12.1% | +1.5% | -12.0% |
| 30D | -29.0% | -2.6% | -26.4% | -28.9% |
| 3M | -14.7% | -4.2% | -10.5% | -15.1% |
| 6M | -20.1% | -23.9% | +3.8% | -23.1% |
| YTD | +36.1% | +8.8% | +27.3% | +33.7% |
| 1Y | +61.7% | +9.5% | +52.3% | +59.2% |
| All | +61.7% | +8.9% | +52.8% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling