+826.3%
MTSI vs SAN
+216.4%
+609.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.5% | -17.9% | -18.1% |
| 7D | -24.6% | +3.5% | -28.1% | -25.7% |
| 30D | -45.7% | -13.2% | -32.5% | -42.5% |
| 3M | -27.7% | -16.9% | -10.8% | -22.3% |
| 6M | -37.3% | +2.3% | -39.6% | -38.1% |
| YTD | +11.1% | +4.9% | +6.2% | +7.9% |
| 1Y | +27.2% | +20.4% | +6.7% | +16.8% |
| 3Y | +153.7% | +243.2% | -89.5% | +50.0% |
| 5Y | +159.0% | +275.3% | -116.3% | +43.0% |
| 10Y | +405.6% | +254.0% | +151.6% | +168.1% |
| All | +826.3% | +216.4% | +609.8% | +461.5% |
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