+231.9%
MTSI vs SAN
+339.3%
-107.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +1.4% | +1.8% | -0.4% | +0.5% |
| 30D | +2.1% | +2.0% | +0.1% | +1.2% |
| 3M | -29.7% | +19.7% | -49.5% | -34.9% |
| 6M | +12.5% | +30.6% | -18.1% | +0.1% |
| YTD | +57.0% | +28.8% | +28.2% | +39.3% |
| 1Y | +103.9% | +57.8% | +46.2% | +67.0% |
| All | +231.9% | +339.3% | -107.4% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling