+1,208.8%
MTSI vs SAN
+288.5%
+920.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +1.4% | +1.8% | -0.4% | +0.6% |
| 30D | +2.1% | +2.0% | +0.1% | +1.3% |
| 3M | -29.7% | +19.7% | -49.5% | -34.7% |
| 6M | +12.5% | +30.6% | -18.1% | +0.8% |
| YTD | +57.0% | +28.8% | +28.2% | +40.5% |
| 1Y | +103.9% | +57.8% | +46.2% | +68.3% |
| 3Y | +223.6% | +338.1% | -114.6% | +73.3% |
| 5Y | +321.6% | +384.2% | -62.7% | +109.7% |
| 10Y | +517.7% | +353.1% | +164.6% | +197.2% |
| All | +1,208.8% | +288.5% | +920.2% | +631.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling