+186.2%
MTSI vs RUN
-8.7%
+194.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.1% | +9.7% | +10.8% |
| 7D | -10.0% | +33.4% | -43.4% | -12.4% |
| 30D | -37.2% | +31.1% | -68.3% | -38.8% |
| 3M | -30.1% | +6.4% | -36.5% | -30.7% |
| 6M | -31.9% | -22.2% | -9.7% | -30.8% |
| YTD | +23.2% | -45.8% | +68.9% | +26.4% |
| 1Y | +26.4% | -51.1% | +77.5% | +30.3% |
| 3Y | +186.2% | -3.0% | +189.2% | +159.7% |
| All | +186.2% | -8.7% | +194.8% | +159.7% |
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