+320.4%
MTSI vs S
-71.4%
+391.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +1.4% | -7.7% | +9.1% | +3.3% |
| 30D | +2.1% | -5.3% | +7.4% | +2.9% |
| 3M | -29.7% | +20.3% | -50.0% | -33.8% |
| 6M | +12.5% | +47.4% | -34.8% | -0.6% |
| YTD | +57.0% | +32.5% | +24.5% | +41.5% |
| 1Y | +103.9% | +9.5% | +94.4% | +92.4% |
| 3Y | +223.6% | +15.5% | +208.1% | +192.9% |
| All | +320.4% | -71.4% | +391.8% | +370.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling