+533.0%
MTSI vs P
+449.6%
+83.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -16.4% | -2.0% | -11.6% |
| 7D | -24.6% | -31.9% | +7.3% | -11.3% |
| 30D | -45.7% | -36.5% | -9.2% | -34.1% |
| 3M | -27.7% | +11.6% | -39.3% | -30.9% |
| 6M | -37.3% | +25.2% | -62.5% | -43.4% |
| YTD | +11.1% | +39.4% | -28.3% | -4.8% |
| 1Y | +27.2% | -3.7% | +30.9% | +22.4% |
| 3Y | +153.7% | +167.3% | -13.6% | +49.2% |
| 5Y | +159.0% | +237.3% | -78.3% | +33.7% |
| 10Y | +405.6% | +698.6% | -293.1% | +95.6% |
| All | +533.0% | +449.6% | +83.4% | +141.8% |
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