+219.0%
MTSI vs RUN
-2.6%
+221.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.1% | +6.2% | +10.0% |
| 7D | +7.2% | +3.2% | +4.0% | +6.6% |
| 30D | -18.4% | +19.5% | -37.9% | -20.1% |
| 3M | -16.7% | -9.6% | -7.1% | -16.4% |
| 6M | -31.7% | -37.3% | +5.6% | -29.5% |
| YTD | +45.9% | -50.7% | +96.6% | +50.9% |
| 1Y | +47.0% | -54.1% | +101.1% | +52.6% |
| All | +219.0% | -2.6% | +221.6% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling