+693.6%
MTSI vs RUN
-31.9%
+725.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -29.7% | -40.0% | +10.3% | -23.2% |
| 6M | +12.5% | -27.0% | +39.5% | +18.1% |
| YTD | +57.0% | -51.7% | +108.7% | +72.5% |
| 1Y | +103.9% | -45.9% | +149.8% | +116.3% |
| 3Y | +223.6% | -43.8% | +267.3% | +168.2% |
| 5Y | +321.6% | -80.5% | +402.0% | +302.1% |
| 10Y | +517.7% | +45.3% | +472.4% | +245.5% |
| All | +693.6% | -31.9% | +725.5% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling