+183.6%
MTSI vs P
+247.4%
-63.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.5% | +7.3% | +9.3% |
| 7D | -10.0% | -23.8% | +13.8% | +1.6% |
| 30D | -37.2% | -36.6% | -0.6% | -23.3% |
| 3M | -30.1% | +10.9% | -40.9% | -32.8% |
| 6M | -31.9% | +30.0% | -61.9% | -39.3% |
| YTD | +23.2% | +44.4% | -21.2% | +4.3% |
| 1Y | +26.4% | +3.9% | +22.5% | +18.2% |
| 3Y | +186.2% | +176.6% | +9.6% | +61.9% |
| All | +183.6% | +247.4% | -63.8% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling