+43.8%
MTSI vs REPL
+142.3%
-98.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.6% |
| 7D | +29.1% | +9.8% | +19.3% | +29.1% |
| 30D | -20.4% | +81.5% | -101.9% | -20.4% |
| 3M | -20.9% | +44.2% | -65.1% | -20.9% |
| 6M | -32.3% | +437.4% | -469.7% | -29.8% |
| YTD | +43.5% | +126.1% | -82.6% | +53.8% |
| 1Y | +43.8% | +143.1% | -99.3% | +48.7% |
| All | +43.8% | +142.3% | -98.5% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling