+61.7%
MTSI vs S
+36.5%
+25.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.0% |
| 7D | -10.7% | -8.2% | -2.4% | -10.6% |
| 30D | -29.0% | -7.6% | -21.4% | -29.2% |
| 3M | -14.7% | +12.0% | -26.7% | -13.0% |
| 6M | -20.1% | +50.6% | -70.7% | -17.8% |
| YTD | +36.1% | +56.6% | -20.5% | +42.3% |
| 1Y | +61.7% | +39.2% | +22.5% | +73.6% |
| All | +61.7% | +36.5% | +25.3% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling