+471.4%
MTSI vs ROP
+189.6%
+281.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.1% | +9.5% |
| 7D | +3.5% | -1.6% | +5.2% | +4.0% |
| 30D | -30.3% | +29.5% | -59.9% | -40.8% |
| 3M | -26.0% | +17.5% | -43.5% | -34.3% |
| 6M | -36.1% | +38.1% | -74.2% | -50.6% |
| YTD | +34.3% | +7.0% | +27.3% | +21.9% |
| 1Y | +35.3% | +6.5% | +28.8% | +23.1% |
| 3Y | +217.6% | -5.5% | +223.1% | +212.7% |
| 5Y | +210.1% | -0.4% | +210.5% | +189.7% |
| 10Y | +471.4% | +183.6% | +287.8% | +231.1% |
| All | +471.4% | +189.6% | +281.8% | +231.1% |
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