+477.8%
MTSI vs SBAC
+103.9%
+373.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -3.8% | +3.6% | -7.5% | -4.8% |
| 30D | -31.4% | +4.9% | -36.3% | -32.5% |
| 3M | -23.8% | +6.5% | -30.2% | -25.5% |
| 6M | -37.1% | -11.1% | -26.0% | -35.7% |
| YTD | +32.2% | +0.9% | +31.3% | +28.3% |
| 1Y | +26.9% | -1.6% | +28.5% | +24.1% |
| 3Y | +193.7% | -7.0% | +200.7% | +179.6% |
| 5Y | +218.0% | -39.2% | +257.3% | +260.5% |
| 10Y | +477.8% | +111.4% | +366.4% | +303.8% |
| All | +477.8% | +103.9% | +373.9% | +303.8% |
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