+26.4%
MTSI vs ROP
+8.2%
+18.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.8% | +8.3% |
| 7D | -10.0% | +2.1% | -12.1% | -8.0% |
| 30D | -37.2% | +32.9% | -70.1% | -19.6% |
| 3M | -30.1% | +20.0% | -50.1% | -16.2% |
| 6M | -31.9% | +36.4% | -68.3% | -8.8% |
| YTD | +23.2% | +7.8% | +15.3% | +65.4% |
| 1Y | +26.4% | +8.0% | +18.4% | +69.3% |
| All | +26.4% | +8.2% | +18.2% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling