+43.0%
MTSI vs SAN
+12.6%
+30.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.9% |
| 7D | +10.0% | +4.0% | +6.0% | +8.0% |
| 30D | -20.3% | -7.8% | -12.5% | -17.0% |
| 3M | -24.4% | -16.4% | -8.1% | -17.5% |
| 6M | -39.2% | +3.5% | -42.7% | -40.0% |
| YTD | +35.5% | +6.7% | +28.8% | +25.6% |
| 1Y | +43.0% | +14.5% | +28.5% | +27.2% |
| All | +43.0% | +12.6% | +30.4% | +27.2% |
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