+47.0%
MTSI vs S
+38.7%
+8.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +10.2% |
| 7D | +7.2% | +1.2% | +5.9% | +7.0% |
| 30D | -18.4% | -7.3% | -11.1% | -18.8% |
| 3M | -16.7% | +5.9% | -22.6% | -15.3% |
| 6M | -31.7% | +45.6% | -77.3% | -30.2% |
| YTD | +45.9% | +58.5% | -12.7% | +51.3% |
| 1Y | +47.0% | +37.6% | +9.4% | +58.2% |
| All | +47.0% | +38.7% | +8.3% | +58.2% |
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