-41.2%
MTSI vs MUZ
-30.7%
-10.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -9.9% | +20.7% | +7.6% |
| 7D | -10.0% | +45.8% | -55.8% | +5.3% |
| 30D | -37.2% | +99.8% | -137.0% | -17.5% |
| 3M | -30.1% | +12.0% | -42.0% | -18.8% |
| All | -41.2% | -30.7% | -10.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 6mo: compounded portfolio wealth divided by compounded MUZ 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…
6mo analysis · Full analysis span regression · Available span rolling