+47.0%
MTSI vs MGY
+8.8%
+38.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.5% | +6.8% | +10.7% |
| 7D | +7.2% | +2.6% | +4.6% | +7.5% |
| 30D | -18.4% | -2.0% | -16.4% | -18.3% |
| 3M | -16.7% | -7.8% | -8.9% | -17.4% |
| 6M | -31.7% | -13.9% | -17.8% | -33.0% |
| YTD | +45.9% | +11.6% | +34.3% | +40.3% |
| 1Y | +47.0% | +6.7% | +40.3% | +42.7% |
| All | +47.0% | +8.8% | +38.2% | +42.7% |
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