+512.4%
MTSI vs MSI
+670.1%
-157.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +9.4% |
| 7D | +7.2% | +7.7% | -0.5% | +1.6% |
| 30D | -18.4% | +19.9% | -38.4% | -28.3% |
| 3M | -16.7% | +14.9% | -31.6% | -25.4% |
| 6M | -31.7% | +37.2% | -68.9% | -46.2% |
| YTD | +45.9% | +40.8% | +5.1% | +11.0% |
| 1Y | +47.0% | +38.1% | +8.9% | +13.3% |
| 3Y | +224.1% | +77.7% | +146.4% | +99.3% |
| 5Y | +238.5% | +129.0% | +109.5% | +67.7% |
| All | +512.4% | +670.1% | -157.7% | +4.2% |
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