+159.0%
MTSI vs REPL
-40.1%
+199.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.2% | -15.1% | -18.2% |
| 7D | -24.6% | +15.1% | -39.7% | -24.9% |
| 30D | -45.7% | +51.1% | -96.8% | -46.5% |
| 3M | -27.7% | +69.2% | -97.0% | -29.1% |
| 6M | -37.3% | +597.6% | -634.9% | -43.1% |
| YTD | +11.1% | +106.0% | -94.8% | +3.9% |
| 1Y | +27.2% | +133.3% | -106.2% | +18.0% |
| 3Y | +153.7% | +41.0% | +112.7% | +111.9% |
| 5Y | +159.0% | -40.1% | +199.1% | +145.2% |
| All | +159.0% | -40.1% | +199.0% | +145.2% |
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