+847.6%
MTSI vs REPL
+45.5%
+802.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.8% |
| 7D | -3.8% | +12.7% | -16.6% | -4.5% |
| 30D | -31.4% | +73.5% | -104.9% | -33.8% |
| 3M | -23.8% | +70.3% | -94.1% | -26.5% |
| 6M | -37.1% | +472.0% | -509.1% | -47.0% |
| YTD | +32.2% | +139.5% | -107.3% | +13.2% |
| 1Y | +26.9% | +167.3% | -140.3% | +7.5% |
| 3Y | +193.7% | +109.5% | +84.2% | +96.6% |
| 5Y | +218.0% | -29.9% | +248.0% | +144.1% |
| All | +847.6% | +45.5% | +802.1% | +421.0% |
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