+43.8%
MTSI vs RACE
-4.6%
+48.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -1.4% |
| 7D | +29.1% | -4.0% | +33.1% | +29.6% |
| 30D | -20.4% | +3.5% | -23.9% | -20.3% |
| 3M | -20.9% | -0.4% | -20.5% | -20.6% |
| 6M | -32.3% | +23.2% | -55.4% | -33.6% |
| YTD | +43.5% | +11.0% | +32.5% | +41.9% |
| 1Y | +43.8% | -2.2% | +46.0% | +52.4% |
| All | +43.8% | -4.6% | +48.4% | +52.4% |
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