+502.4%
MTSI vs RACE
+717.8%
-215.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.1% |
| 7D | +29.1% | -4.0% | +33.1% | +32.3% |
| 30D | -20.4% | +3.5% | -23.9% | -22.2% |
| 3M | -20.9% | -0.4% | -20.5% | -21.2% |
| 6M | -32.3% | +23.2% | -55.4% | -41.8% |
| YTD | +43.5% | +11.0% | +32.5% | +28.9% |
| 1Y | +43.8% | -2.2% | +46.0% | +40.6% |
| 3Y | +218.8% | +22.5% | +196.2% | +144.7% |
| 5Y | +228.3% | +63.2% | +165.2% | +98.3% |
| All | +502.4% | +717.8% | -215.5% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling