+871.0%
MTSI vs REPL
+36.8%
+834.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | +10.0% | +1.2% | +8.7% | +9.8% |
| 30D | -20.3% | +92.2% | -112.5% | -23.7% |
| 3M | -24.4% | +44.1% | -68.5% | -26.4% |
| 6M | -39.2% | +313.0% | -352.2% | -47.4% |
| YTD | +35.5% | +125.2% | -89.7% | +16.4% |
| 1Y | +43.0% | +143.8% | -100.7% | +21.9% |
| 3Y | +196.3% | +104.2% | +92.1% | +97.7% |
| 5Y | +210.0% | -34.5% | +244.6% | +139.0% |
| All | +871.0% | +36.8% | +834.1% | +435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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