+103.9%
MTSI vs MSTZ
-29.5%
+133.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.8% | +3.6% |
| 7D | +1.4% | -29.7% | +31.1% | -0.1% |
| 30D | +2.1% | -65.3% | +67.4% | -2.5% |
| 3M | -29.7% | -57.3% | +27.6% | -30.3% |
| 6M | +12.5% | -61.6% | +74.2% | +12.0% |
| YTD | +57.0% | -78.3% | +135.3% | +56.2% |
| 1Y | +103.9% | -30.2% | +134.2% | +134.8% |
| All | +103.9% | -29.5% | +133.4% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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