+468.8%
MTSI vs NYT
+540.3%
-71.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -6.2% |
| 7D | +10.0% | +6.5% | +3.5% | +7.6% |
| 30D | -20.3% | +8.4% | -28.8% | -22.6% |
| 3M | -24.4% | +13.9% | -38.4% | -28.5% |
| 6M | -39.2% | -4.8% | -34.4% | -39.7% |
| YTD | +35.5% | +6.2% | +29.3% | +27.4% |
| 1Y | +43.0% | +14.3% | +28.8% | +30.1% |
| 3Y | +196.3% | +73.6% | +122.7% | +121.7% |
| 5Y | +210.0% | +60.6% | +149.4% | +132.3% |
| All | +468.8% | +540.3% | -71.5% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling