+111.0%
MTSI vs RUN
-49.0%
+160.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.5% |
| 7D | +4.9% | +10.2% | -5.3% | +3.0% |
| 30D | -11.6% | -9.6% | -2.0% | -10.0% |
| 3M | -24.1% | -31.5% | +7.4% | -19.2% |
| 6M | +32.4% | -18.7% | +51.1% | +38.0% |
| YTD | +60.4% | -49.9% | +110.3% | +69.2% |
| 1Y | +111.0% | -45.5% | +156.5% | +116.2% |
| All | +111.0% | -49.0% | +160.0% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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