+1,208.8%
MTSI vs NYT
+1,060.6%
+148.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.3% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | +2.1% | +2.7% | -0.7% | +0.9% |
| 3M | -29.7% | -10.3% | -19.4% | -28.2% |
| 6M | +12.5% | -16.6% | +29.1% | +17.5% |
| YTD | +57.0% | -2.3% | +59.3% | +53.8% |
| 1Y | +103.9% | +15.0% | +88.9% | +86.9% |
| 3Y | +223.6% | +57.1% | +166.4% | +158.0% |
| 5Y | +321.6% | +37.2% | +284.4% | +244.0% |
| 10Y | +517.7% | +464.3% | +53.4% | +204.5% |
| All | +1,208.8% | +1,060.6% | +148.2% | +502.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling