+246.1%
MTSI vs MGY
+23.8%
+222.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.4% |
| 7D | +4.9% | -0.9% | +5.8% | +5.2% |
| 30D | -11.6% | +10.1% | -21.7% | -14.5% |
| 3M | -24.1% | -1.5% | -22.6% | -24.1% |
| 6M | +32.4% | -4.9% | +37.4% | +32.2% |
| YTD | +60.4% | +27.7% | +32.8% | +39.3% |
| 1Y | +111.0% | +20.1% | +90.9% | +88.0% |
| 3Y | +246.1% | +24.9% | +221.3% | +189.4% |
| All | +246.1% | +23.8% | +222.3% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling