+451.3%
MTSI vs SAN
+236.7%
+214.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.1% | +11.8% |
| 7D | -10.0% | +4.9% | -14.9% | -12.2% |
| 30D | -37.2% | -13.0% | -24.2% | -33.3% |
| 3M | -30.1% | -18.9% | -11.2% | -23.5% |
| 6M | -31.9% | -4.1% | -27.8% | -30.9% |
| YTD | +23.2% | +2.6% | +20.6% | +20.2% |
| 1Y | +26.4% | +16.9% | +9.5% | +16.2% |
| 3Y | +186.2% | +239.1% | -52.9% | +59.8% |
| 5Y | +187.0% | +266.8% | -79.8% | +48.8% |
| All | +451.3% | +236.7% | +214.6% | +219.9% |
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