+926.7%
MTSI vs ROP
+425.5%
+501.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.8% | +12.5% |
| 7D | -10.0% | +2.1% | -12.1% | -11.5% |
| 30D | -37.2% | +32.9% | -70.1% | -48.3% |
| 3M | -30.1% | +20.0% | -50.1% | -39.4% |
| 6M | -31.9% | +36.4% | -68.3% | -48.0% |
| YTD | +23.2% | +7.8% | +15.3% | +9.1% |
| 1Y | +26.4% | +8.0% | +18.4% | +11.7% |
| 3Y | +186.2% | -3.5% | +189.6% | +172.0% |
| 5Y | +187.0% | +1.5% | +185.6% | +159.9% |
| 10Y | +460.4% | +198.5% | +261.9% | +114.2% |
| All | +926.7% | +425.5% | +501.1% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling