+26.4%
MTSI vs SAN
+16.7%
+9.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.1% | +11.9% |
| 7D | -10.0% | +4.9% | -14.9% | -12.4% |
| 30D | -37.2% | -13.0% | -24.2% | -32.6% |
| 3M | -30.1% | -18.9% | -11.2% | -22.5% |
| 6M | -31.9% | -4.1% | -27.8% | -30.5% |
| YTD | +23.2% | +2.6% | +20.6% | +15.8% |
| 1Y | +26.4% | +16.9% | +9.5% | +9.4% |
| All | +26.4% | +16.7% | +9.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling