+186.2%
MTSI vs MTB
+95.2%
+90.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.8% | +11.3% |
| 7D | -10.0% | -1.3% | -8.6% | -9.3% |
| 30D | -37.2% | +0.5% | -37.7% | -37.4% |
| 3M | -30.1% | -12.4% | -17.7% | -25.7% |
| 6M | -31.9% | +1.5% | -33.4% | -33.2% |
| YTD | +23.2% | +10.3% | +12.9% | +15.1% |
| 1Y | +26.4% | +22.2% | +4.2% | +11.7% |
| 3Y | +186.2% | +96.9% | +89.2% | +97.8% |
| All | +186.2% | +95.2% | +90.9% | +97.8% |
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