+512.7%
MTSI vs MTB
+119.7%
+393.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.5% | +10.4% |
| 7D | +7.2% | -2.0% | +9.2% | +8.3% |
| 30D | -18.4% | +0.1% | -18.6% | -18.5% |
| 3M | -16.7% | -12.1% | -4.6% | -12.0% |
| 6M | -31.7% | +7.3% | -39.0% | -34.2% |
| YTD | +45.9% | +11.5% | +34.3% | +37.5% |
| 1Y | +47.0% | +21.3% | +25.7% | +33.4% |
| 3Y | +224.1% | +104.1% | +119.9% | +131.4% |
| 5Y | +238.5% | +61.8% | +176.7% | +159.2% |
| 10Y | +512.7% | +115.4% | +397.3% | +337.9% |
| All | +512.7% | +119.7% | +393.0% | +337.9% |
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