+512.7%
MTSI vs SAN
+275.0%
+237.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.6% | +11.0% | +10.6% |
| 7D | +7.2% | +3.4% | +3.8% | +5.6% |
| 30D | -18.4% | -6.3% | -12.2% | -16.2% |
| 3M | -16.7% | -14.1% | -2.6% | -11.1% |
| 6M | -31.7% | +4.2% | -35.9% | -33.2% |
| YTD | +45.9% | +9.0% | +36.8% | +38.5% |
| 1Y | +47.0% | +18.8% | +28.2% | +34.2% |
| 3Y | +224.1% | +252.0% | -27.9% | +77.2% |
| 5Y | +238.5% | +299.5% | -61.0% | +67.9% |
| 10Y | +512.7% | +276.7% | +236.1% | +227.1% |
| All | +512.7% | +275.0% | +237.7% | +227.1% |
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