+320.4%
MTSI vs RUN
-80.5%
+400.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | +2.1% | -15.3% | +17.3% | +4.1% |
| 3M | -29.7% | -40.0% | +10.3% | -24.8% |
| 6M | +12.5% | -27.0% | +39.5% | +16.9% |
| YTD | +57.0% | -51.7% | +108.7% | +68.5% |
| 1Y | +103.9% | -45.9% | +149.8% | +113.5% |
| 3Y | +223.6% | -43.8% | +267.3% | +181.2% |
| All | +320.4% | -80.5% | +400.8% | +324.9% |
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