+213.7%
MTSI vs MTB
+105.0%
+108.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +29.1% | 0.0% | +29.1% | +29.1% |
| 30D | -20.4% | +0.8% | -21.3% | -20.7% |
| 3M | -20.9% | -12.8% | -8.2% | -15.8% |
| 6M | -32.3% | +6.7% | -39.0% | -35.0% |
| YTD | +43.5% | +11.3% | +32.2% | +33.7% |
| 1Y | +43.8% | +20.2% | +23.7% | +28.4% |
| All | +213.7% | +105.0% | +108.7% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling