+451.3%
MTSI vs MSI
+676.2%
-224.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.5% | +11.3% | +11.1% |
| 7D | -10.0% | +4.7% | -14.7% | -13.2% |
| 30D | -37.2% | +14.8% | -52.0% | -43.3% |
| 3M | -30.1% | +8.8% | -38.9% | -35.2% |
| 6M | -31.9% | +19.3% | -51.2% | -41.7% |
| YTD | +23.2% | +35.3% | -12.2% | -4.0% |
| 1Y | +26.4% | +33.8% | -7.4% | -0.8% |
| 3Y | +186.2% | +74.4% | +111.7% | +77.3% |
| 5Y | +187.0% | +120.5% | +66.5% | +45.4% |
| All | +451.3% | +676.2% | -224.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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