+218.0%
MTSI vs ROP
+0.5%
+217.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -3.8% | +0.2% | -4.0% | -4.0% |
| 30D | -31.4% | +30.3% | -61.7% | -35.9% |
| 3M | -23.8% | +17.8% | -41.5% | -27.0% |
| 6M | -37.1% | +38.9% | -76.0% | -44.8% |
| YTD | +32.2% | +7.6% | +24.6% | +34.6% |
| 1Y | +26.9% | +6.5% | +20.4% | +30.1% |
| 3Y | +193.7% | -6.3% | +200.0% | +226.5% |
| 5Y | +218.0% | +0.9% | +217.1% | +210.5% |
| All | +218.0% | +0.5% | +217.6% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling