+1,208.8%
MTSI vs MSI
+1,076.3%
+132.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +4.1% |
| 7D | +1.4% | -3.7% | +5.1% | +3.9% |
| 30D | +2.1% | +6.8% | -4.7% | -2.6% |
| 3M | -29.7% | +14.3% | -44.0% | -36.5% |
| 6M | +12.5% | -1.6% | +14.1% | +11.6% |
| YTD | +57.0% | +22.8% | +34.2% | +32.7% |
| 1Y | +103.9% | -1.1% | +105.0% | +99.4% |
| 3Y | +223.6% | +70.5% | +153.1% | +107.3% |
| 5Y | +321.6% | +102.8% | +218.8% | +133.9% |
| 10Y | +517.7% | +597.4% | -79.7% | +36.7% |
| All | +1,208.8% | +1,076.3% | +132.5% | +86.9% |
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