+826.3%
MTSI vs MSI
+1,202.7%
-376.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +4.0% | -22.4% | -21.0% |
| 7D | -24.6% | +5.1% | -29.7% | -27.5% |
| 30D | -45.7% | +13.3% | -59.0% | -50.6% |
| 3M | -27.7% | +18.3% | -46.1% | -36.5% |
| 6M | -37.3% | +18.7% | -56.0% | -46.1% |
| YTD | +11.1% | +36.0% | -24.9% | -13.5% |
| 1Y | +27.2% | +32.6% | -5.4% | +0.6% |
| 3Y | +153.7% | +78.3% | +75.4% | +56.6% |
| 5Y | +159.0% | +121.6% | +37.4% | +33.9% |
| 10Y | +405.6% | +689.0% | -283.4% | +1.7% |
| All | +826.3% | +1,202.7% | -376.4% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling