+477.8%
MTSI vs MTB
+122.1%
+355.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.1% |
| 7D | -3.8% | -0.7% | -3.2% | -3.3% |
| 30D | -31.4% | +1.4% | -32.8% | -31.9% |
| 3M | -23.8% | -11.6% | -12.2% | -19.6% |
| 6M | -37.1% | +5.4% | -42.5% | -38.9% |
| YTD | +32.2% | +11.7% | +20.5% | +24.6% |
| 1Y | +26.9% | +20.5% | +6.4% | +15.5% |
| 3Y | +193.7% | +104.5% | +89.2% | +109.5% |
| 5Y | +218.0% | +65.1% | +153.0% | +141.3% |
| 10Y | +477.8% | +119.5% | +358.3% | +318.2% |
| All | +477.8% | +122.1% | +355.7% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling