+26.4%
MTSI vs S
+31.6%
-5.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.6% | +9.2% | +10.7% |
| 7D | -10.0% | -13.4% | +3.5% | -9.3% |
| 30D | -37.2% | -14.0% | -23.2% | -36.9% |
| 3M | -30.1% | +4.9% | -34.9% | -28.3% |
| 6M | -31.9% | +42.0% | -73.9% | -30.0% |
| YTD | +23.2% | +45.1% | -22.0% | +28.4% |
| 1Y | +26.4% | +33.1% | -6.7% | +35.0% |
| All | +26.4% | +31.6% | -5.2% | +35.0% |
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 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