+186.2%
MTSI vs MUB
+11.6%
+174.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.7% | +10.8% |
| 7D | -10.0% | +0.7% | -10.7% | -10.5% |
| 30D | -37.2% | +4.4% | -41.6% | -40.0% |
| 3M | -30.1% | -0.4% | -29.6% | -29.0% |
| 6M | -31.9% | -0.9% | -31.0% | -30.3% |
| YTD | +23.2% | +0.1% | +23.1% | +24.9% |
| 1Y | +26.4% | +0.5% | +25.9% | +27.8% |
| 3Y | +186.2% | +11.7% | +174.4% | +141.2% |
| All | +186.2% | +11.6% | +174.6% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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