+826.3%
MTSI vs ROP
+441.4%
+384.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.3% | -18.1% | -18.2% |
| 7D | -24.6% | +9.2% | -33.8% | -28.6% |
| 30D | -45.7% | +35.5% | -81.2% | -55.7% |
| 3M | -27.7% | +24.4% | -52.2% | -38.6% |
| 6M | -37.3% | +38.0% | -75.3% | -52.2% |
| YTD | +11.1% | +11.1% | +0.1% | -3.0% |
| 1Y | +27.2% | +10.9% | +16.3% | +11.0% |
| 3Y | +153.7% | -0.5% | +154.1% | +137.3% |
| 5Y | +159.0% | +4.5% | +154.5% | +131.0% |
| 10Y | +405.6% | +207.5% | +198.1% | +90.4% |
| All | +826.3% | +441.4% | +384.9% | +118.7% |
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