+236.1%
MTSI vs PL
+28.1%
+208.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.4% | +0.5% | +8.7% |
| 7D | -10.0% | -6.8% | -3.2% | -8.4% |
| 30D | -37.2% | -29.3% | -7.9% | -32.4% |
| 3M | -30.1% | -44.8% | +14.7% | -21.2% |
| 6M | -31.9% | -68.4% | +36.5% | -16.3% |
| YTD | +23.2% | -36.4% | +59.5% | +30.3% |
| 1Y | +26.4% | +0.7% | +25.7% | +21.7% |
| 3Y | +186.2% | +455.3% | -269.2% | +76.8% |
| 5Y | +187.0% | +22.7% | +164.4% | +114.4% |
| All | +236.1% | +28.1% | +208.1% | +152.9% |
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