+926.7%
MTSI vs MTB
+289.2%
+637.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.5% |
| 3M | -30.1% | -12.4% | -17.7% | -25.7% |
| 6M | -31.9% | +1.5% | -33.4% | -33.0% |
| YTD | +23.2% | +10.3% | +12.9% | +16.1% |
| 1Y | +26.4% | +22.2% | +4.2% | +13.3% |
| 3Y | +186.2% | +96.9% | +89.2% | +101.3% |
| 5Y | +187.0% | +64.3% | +122.7% | +111.8% |
| 10Y | +460.4% | +137.8% | +322.6% | +198.0% |
| All | +926.7% | +289.2% | +637.4% | +313.1% |
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