+26.4%
MTSI vs MSI
+32.4%
-6.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.5% | +11.3% | +10.8% |
| 7D | -10.0% | +4.7% | -14.7% | -9.6% |
| 30D | -37.2% | +14.8% | -52.0% | -37.1% |
| 3M | -30.1% | +8.8% | -38.9% | -29.5% |
| 6M | -31.9% | +19.3% | -51.2% | -31.8% |
| YTD | +23.2% | +35.3% | -12.2% | +18.1% |
| 1Y | +26.4% | +33.8% | -7.4% | +31.3% |
| All | +26.4% | +32.4% | -6.0% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling