+247.7%
MTSI vs NYT
+58.7%
+189.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +4.9% | +0.3% | +4.5% | +4.8% |
| 30D | -11.6% | +7.0% | -18.5% | -12.5% |
| 3M | -24.1% | -7.9% | -16.2% | -23.4% |
| 6M | +32.4% | -15.0% | +47.4% | +36.0% |
| YTD | +60.4% | -1.3% | +61.7% | +55.6% |
| 1Y | +111.0% | +16.9% | +94.1% | +90.9% |
| All | +247.7% | +58.7% | +189.0% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling