+61.7%
MTSI vs P
+19.7%
+42.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | +1.1% |
| 7D | -10.7% | -19.4% | +8.7% | -2.5% |
| 30D | -29.0% | -22.3% | -6.7% | -21.3% |
| 3M | -14.7% | +33.2% | -47.9% | -22.9% |
| 6M | -20.1% | +53.6% | -73.7% | -31.8% |
| YTD | +36.1% | +66.8% | -30.7% | +12.6% |
| 1Y | +61.7% | +17.5% | +44.2% | +37.1% |
| All | +61.7% | +19.7% | +42.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling