+328.5%
MTSI vs PL
+84.9%
+243.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +3.7% |
| 7D | +1.4% | -9.3% | +10.7% | +3.1% |
| 30D | +2.1% | -18.9% | +21.0% | +6.2% |
| 3M | -29.7% | -58.4% | +28.6% | -18.3% |
| 6M | +12.5% | -30.3% | +42.8% | +16.9% |
| YTD | +57.0% | -8.1% | +65.1% | +53.9% |
| 1Y | +103.9% | +180.5% | -76.6% | +56.7% |
| 3Y | +223.6% | +444.1% | -220.6% | +98.8% |
| 5Y | +321.6% | +83.0% | +238.5% | +198.3% |
| All | +328.5% | +84.9% | +243.6% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling