+289.9%
MTSI vs S
-48.3%
+338.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +10.0% |
| 7D | +7.2% | +1.2% | +5.9% | +7.3% |
| 30D | -18.4% | -7.3% | -11.1% | -16.7% |
| 3M | -16.7% | +5.9% | -22.6% | -18.4% |
| 6M | -31.7% | +45.6% | -77.3% | -38.8% |
| YTD | +45.9% | +58.5% | -12.7% | +26.1% |
| 1Y | +47.0% | +37.6% | +9.4% | +31.5% |
| 3Y | +224.1% | +51.7% | +172.4% | +176.4% |
| 5Y | +238.5% | -67.5% | +306.0% | +251.5% |
| All | +289.9% | -48.3% | +338.2% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling