+356.3%
MTSI vs NYT
+38.5%
+317.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.7% |
| 7D | +11.1% | -1.6% | +12.7% | +11.6% |
| 30D | -3.7% | +2.8% | -6.5% | -4.6% |
| 3M | -20.2% | -9.2% | -11.0% | -18.9% |
| 6M | +30.8% | -17.1% | +47.9% | +36.6% |
| YTD | +67.0% | -3.2% | +70.3% | +63.0% |
| 1Y | +120.4% | +15.7% | +104.7% | +98.4% |
| 3Y | +260.4% | +55.7% | +204.7% | +177.2% |
| 5Y | +356.3% | +39.4% | +316.9% | +230.3% |
| All | +356.3% | +38.5% | +317.8% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling