+103.9%
MTSI vs RACE
-16.2%
+120.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.5% |
| 7D | +1.4% | -2.5% | +3.9% | +1.5% |
| 30D | +2.1% | +0.8% | +1.3% | +2.1% |
| 3M | -29.7% | +17.2% | -46.9% | -30.2% |
| 6M | +12.5% | +13.6% | -1.1% | +11.1% |
| YTD | +57.0% | +12.2% | +44.8% | +55.4% |
| 1Y | +103.9% | -16.3% | +120.2% | +97.8% |
| All | +103.9% | -16.2% | +120.1% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling