+159.0%
MTSI vs RACE
+65.1%
+93.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.3% | -16.0% | -17.3% |
| 7D | -24.6% | +5.7% | -30.3% | -26.3% |
| 30D | -45.7% | +9.3% | -55.0% | -47.9% |
| 3M | -27.7% | +3.8% | -31.6% | -29.2% |
| 6M | -37.3% | +29.8% | -67.1% | -45.5% |
| YTD | +11.1% | +15.6% | -4.5% | +1.0% |
| 1Y | +27.2% | +5.1% | +22.1% | +21.7% |
| 3Y | +153.7% | +30.8% | +122.9% | +94.6% |
| 5Y | +159.0% | +67.4% | +91.6% | +65.2% |
| All | +159.0% | +65.1% | +93.9% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling