+320.4%
MTSI vs MSI
+103.4%
+217.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.9% |
| 7D | +1.4% | -3.7% | +5.1% | +3.4% |
| 30D | +2.1% | +6.8% | -4.7% | -1.8% |
| 3M | -29.7% | +14.3% | -44.0% | -35.2% |
| 6M | +12.5% | -1.6% | +14.1% | +12.7% |
| YTD | +57.0% | +22.8% | +34.2% | +36.3% |
| 1Y | +103.9% | -1.1% | +105.0% | +102.7% |
| 3Y | +223.6% | +70.5% | +153.1% | +110.7% |
| All | +320.4% | +103.4% | +217.0% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling