+26.4%
MTSI vs P
-0.9%
+27.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.5% | +7.3% | +9.2% |
| 7D | -10.0% | -23.8% | +13.8% | +2.0% |
| 30D | -37.2% | -36.6% | -0.6% | -23.2% |
| 3M | -30.1% | +10.9% | -40.9% | -31.4% |
| 6M | -31.9% | +30.0% | -61.9% | -37.5% |
| YTD | +23.2% | +44.4% | -21.2% | +8.4% |
| 1Y | +26.4% | +3.9% | +22.5% | +14.7% |
| All | +26.4% | -0.9% | +27.3% | +14.7% |
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