+381.0%
MTSI vs MGY
+199.8%
+181.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.9% |
| 7D | +1.4% | +2.1% | -0.7% | +0.7% |
| 30D | +2.1% | +13.8% | -11.7% | -1.9% |
| 3M | -29.7% | -4.3% | -25.5% | -29.3% |
| 6M | +12.5% | -5.1% | +17.6% | +12.3% |
| YTD | +57.0% | +24.8% | +32.2% | +43.3% |
| 1Y | +103.9% | +11.8% | +92.1% | +92.3% |
| 3Y | +223.6% | +23.5% | +200.1% | +191.7% |
| 5Y | +321.6% | +87.5% | +234.1% | +219.6% |
| All | +381.0% | +199.8% | +181.2% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling