+512.7%
MTSI vs ROP
+183.0%
+329.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.7% | +9.6% | +10.0% |
| 7D | +7.2% | -2.9% | +10.1% | +8.6% |
| 30D | -18.4% | +30.1% | -48.5% | -30.8% |
| 3M | -16.7% | +19.9% | -36.6% | -26.8% |
| 6M | -31.7% | +46.0% | -77.7% | -49.1% |
| YTD | +45.9% | +8.4% | +37.5% | +31.5% |
| 1Y | +47.0% | +8.8% | +38.2% | +31.9% |
| 3Y | +224.1% | -5.6% | +229.7% | +220.5% |
| 5Y | +238.5% | +3.0% | +235.5% | +209.0% |
| 10Y | +512.7% | +184.0% | +328.7% | +227.3% |
| All | +512.7% | +183.0% | +329.7% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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