+1,095.9%
MTSI vs MUB
+39.2%
+1,056.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | +29.1% | -0.8% | +29.9% | +30.0% |
| 30D | -20.4% | +2.4% | -22.8% | -22.1% |
| 3M | -20.9% | -1.1% | -19.8% | -20.3% |
| 6M | -32.3% | -1.0% | -31.3% | -31.7% |
| YTD | +43.5% | -0.3% | +43.8% | +44.0% |
| 1Y | +43.8% | 0.0% | +43.8% | +44.0% |
| 3Y | +218.8% | +10.2% | +208.6% | +195.2% |
| 5Y | +228.3% | +2.9% | +225.4% | +217.8% |
| 10Y | +502.6% | +21.9% | +480.7% | +498.3% |
| All | +1,095.9% | +39.2% | +1,056.7% | +1,120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling