+468.8%
MTSI vs SAN
+270.1%
+198.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.9% |
| 7D | +10.0% | +4.0% | +6.0% | +8.1% |
| 30D | -20.3% | -7.8% | -12.5% | -17.5% |
| 3M | -24.4% | -16.4% | -8.1% | -18.4% |
| 6M | -39.2% | +3.5% | -42.7% | -40.3% |
| YTD | +35.5% | +6.7% | +28.8% | +29.9% |
| 1Y | +43.0% | +14.5% | +28.5% | +32.7% |
| 3Y | +196.3% | +243.5% | -47.3% | +63.8% |
| 5Y | +210.0% | +296.2% | -86.2% | +54.3% |
| All | +468.8% | +270.1% | +198.7% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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