+514.9%
MTSI vs RACE
+818.0%
-303.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.6% |
| 7D | +1.4% | -2.5% | +3.9% | +2.9% |
| 30D | +2.1% | +0.8% | +1.3% | +1.3% |
| 3M | -29.7% | +17.2% | -46.9% | -37.1% |
| 6M | +12.5% | +13.6% | -1.1% | +1.7% |
| YTD | +57.0% | +12.2% | +44.8% | +40.6% |
| 1Y | +103.9% | -16.3% | +120.2% | +117.6% |
| 3Y | +223.6% | +36.4% | +187.1% | +130.0% |
| 5Y | +321.6% | +95.0% | +226.6% | +124.4% |
| All | +514.9% | +818.0% | -303.1% | +51.7% |
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