+1,208.8%
MTSI vs MTB
+328.7%
+880.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | +1.7% | -0.3% | +0.5% |
| 30D | +2.1% | -4.2% | +6.3% | +4.2% |
| 3M | -29.7% | +8.9% | -38.6% | -32.8% |
| 6M | +12.5% | +10.9% | +1.7% | +6.6% |
| YTD | +57.0% | +21.5% | +35.5% | +41.8% |
| 1Y | +103.9% | +21.9% | +82.0% | +83.5% |
| 3Y | +223.6% | +109.2% | +114.3% | +120.9% |
| 5Y | +321.6% | +102.0% | +219.6% | +180.5% |
| 10Y | +517.7% | +171.9% | +345.8% | +206.1% |
| All | +1,208.8% | +328.7% | +880.0% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling