+794.4%
MTSI vs P
+485.4%
+309.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.9% |
| 7D | +1.4% | +6.5% | -5.2% | -1.2% |
| 30D | +2.1% | +18.8% | -16.7% | -5.7% |
| 3M | -29.7% | +26.7% | -56.5% | -36.5% |
| 6M | +12.5% | +62.2% | -49.6% | -9.2% |
| YTD | +57.0% | +48.5% | +8.5% | +30.0% |
| 1Y | +103.9% | +26.4% | +77.5% | +74.1% |
| 3Y | +223.6% | +159.4% | +64.2% | +90.6% |
| 5Y | +321.6% | +275.8% | +45.8% | +106.3% |
| 10Y | +517.7% | +732.0% | -214.3% | +131.6% |
| All | +794.4% | +485.4% | +309.1% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling