+564.3%
MTSI vs NYT
+489.9%
+74.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -11.5% | +4.6% | -16.1% | -13.1% |
| 3M | -26.6% | -9.6% | -17.1% | -25.2% |
| 6M | +23.5% | -14.0% | +37.5% | +27.5% |
| YTD | +60.5% | -2.8% | +63.3% | +57.0% |
| 1Y | +109.7% | +15.6% | +94.1% | +90.2% |
| 3Y | +247.8% | +56.3% | +191.5% | +171.6% |
| 5Y | +328.4% | +39.5% | +288.9% | +239.1% |
| All | +564.3% | +489.9% | +74.4% | +223.4% |
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