+193.7%
MTSI vs SBAC
-7.1%
+200.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -3.8% | +3.6% | -7.5% | -3.4% |
| 30D | -31.4% | +4.9% | -36.3% | -30.9% |
| 3M | -23.8% | +6.5% | -30.2% | -23.2% |
| 6M | -37.1% | -11.1% | -26.0% | -37.0% |
| YTD | +32.2% | +0.9% | +31.3% | +32.5% |
| 1Y | +26.9% | -1.6% | +28.5% | +26.8% |
| 3Y | +193.7% | -7.0% | +200.7% | +203.5% |
| All | +193.7% | -7.1% | +200.9% | +203.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling