+193.7%
MTSI vs MUB
+10.5%
+183.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -3.8% | +0.6% | -4.4% | -4.4% |
| 30D | -31.4% | +3.4% | -34.8% | -33.8% |
| 3M | -23.8% | -0.7% | -23.1% | -22.6% |
| 6M | -37.1% | -1.0% | -36.1% | -35.7% |
| YTD | +32.2% | 0.0% | +32.2% | +33.9% |
| 1Y | +26.9% | +0.4% | +26.6% | +28.2% |
| 3Y | +193.7% | +10.5% | +183.3% | +156.0% |
| All | +193.7% | +10.5% | +183.3% | +156.0% |
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