+512.7%
MTSI vs SBAC
+109.8%
+402.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.1% | +10.5% |
| 7D | +7.2% | -2.8% | +10.0% | +8.0% |
| 30D | -18.4% | +3.1% | -21.6% | -19.4% |
| 3M | -16.7% | +5.1% | -21.8% | -18.3% |
| 6M | -31.7% | -11.4% | -20.3% | -30.2% |
| YTD | +45.9% | +0.2% | +45.7% | +41.8% |
| 1Y | +47.0% | -3.9% | +50.9% | +44.9% |
| 3Y | +224.1% | -7.7% | +231.7% | +209.0% |
| 5Y | +238.5% | -39.7% | +278.3% | +284.7% |
| 10Y | +512.7% | +111.9% | +400.8% | +312.9% |
| All | +512.7% | +109.8% | +402.9% | +312.9% |
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