+387.2%
MTSI vs MGY
+209.8%
+177.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +4.8% | +1.8% | +3.0% | +4.2% |
| 30D | -9.2% | +6.5% | -15.7% | -11.0% |
| 3M | -23.1% | +0.3% | -23.5% | -23.8% |
| 6M | +23.5% | -2.4% | +25.9% | +22.4% |
| YTD | +59.1% | +29.0% | +30.1% | +43.7% |
| 1Y | +106.9% | +17.0% | +89.8% | +92.5% |
| 3Y | +243.2% | +26.2% | +217.0% | +207.4% |
| 5Y | +324.5% | +92.3% | +232.2% | +219.5% |
| All | +387.2% | +209.8% | +177.3% | +232.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling