+945.4%
MTSI vs REPL
+36.1%
+909.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.4% | +16.8% | +10.7% |
| 7D | +7.2% | +5.3% | +1.9% | +6.8% |
| 30D | -18.4% | +66.6% | -85.1% | -21.2% |
| 3M | -16.7% | +59.6% | -76.3% | -19.4% |
| 6M | -31.7% | +482.4% | -514.1% | -42.6% |
| YTD | +45.9% | +124.1% | -78.2% | +25.4% |
| 1Y | +47.0% | +138.6% | -91.6% | +25.5% |
| 3Y | +224.1% | +96.0% | +128.0% | +117.7% |
| 5Y | +238.5% | -35.4% | +273.9% | +161.4% |
| All | +945.4% | +36.1% | +909.3% | +476.9% |
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