+26.4%
MTSI vs RACE
+3.3%
+23.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +10.9% |
| 7D | -10.0% | +5.1% | -15.1% | -10.0% |
| 30D | -37.2% | +7.7% | -44.9% | -37.3% |
| 3M | -30.1% | +2.2% | -32.2% | -29.9% |
| 6M | -31.9% | +23.8% | -55.7% | -32.9% |
| YTD | +23.2% | +13.9% | +9.3% | +21.1% |
| 1Y | +26.4% | +3.8% | +22.6% | +26.3% |
| All | +26.4% | +3.3% | +23.1% | +26.3% |
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