+206.9%
MTSI vs RUN
-85.3%
+292.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.7% |
| 7D | +10.0% | -13.5% | +23.5% | +12.0% |
| 30D | -20.3% | +18.3% | -38.6% | -22.9% |
| 3M | -24.4% | -12.5% | -12.0% | -23.8% |
| 6M | -39.2% | -40.3% | +1.1% | -35.7% |
| YTD | +35.5% | -53.1% | +88.6% | +44.5% |
| 1Y | +43.0% | -54.3% | +97.3% | +52.7% |
| 3Y | +196.3% | -6.5% | +202.8% | +129.0% |
| All | +206.9% | -85.3% | +292.2% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling