+183.6%
MTSI vs REPL
-35.6%
+219.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.0% | +2.8% | +10.6% |
| 7D | -10.0% | +22.8% | -32.8% | -10.6% |
| 30D | -37.2% | +63.8% | -101.0% | -38.3% |
| 3M | -30.1% | +68.1% | -98.2% | -31.4% |
| 6M | -31.9% | +528.5% | -560.4% | -37.8% |
| YTD | +23.2% | +122.4% | -99.2% | +14.9% |
| 1Y | +26.4% | +154.4% | -128.0% | +16.9% |
| 3Y | +186.2% | +68.0% | +118.2% | +134.4% |
| All | +183.6% | -35.6% | +219.2% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling