+468.8%
MTSI vs SBAC
+114.8%
+354.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.0% |
| 7D | +10.0% | +0.6% | +9.4% | +9.8% |
| 30D | -20.3% | +5.5% | -25.8% | -21.8% |
| 3M | -24.4% | +3.1% | -27.5% | -25.5% |
| 6M | -39.2% | -7.0% | -32.2% | -38.8% |
| YTD | +35.5% | +0.5% | +35.0% | +31.5% |
| 1Y | +43.0% | +0.2% | +42.8% | +38.9% |
| 3Y | +196.3% | -7.4% | +203.6% | +182.1% |
| 5Y | +210.0% | -39.7% | +249.7% | +252.4% |
| All | +468.8% | +114.8% | +354.0% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling