+203.2%
MTSI vs PL
+16.0%
+187.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -10.1% | -8.2% | -16.3% |
| 7D | -24.6% | -20.5% | -4.0% | -20.8% |
| 30D | -45.7% | -38.8% | -6.9% | -39.9% |
| 3M | -27.7% | -49.1% | +21.4% | -17.3% |
| 6M | -37.3% | -69.4% | +32.1% | -22.4% |
| YTD | +11.1% | -42.3% | +53.5% | +19.9% |
| 1Y | +27.2% | -14.2% | +41.4% | +26.1% |
| 3Y | +153.7% | +398.7% | -245.0% | +60.1% |
| 5Y | +159.0% | +11.1% | +147.8% | +97.2% |
| All | +203.2% | +16.0% | +187.2% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling