+826.3%
MTSI vs SBAC
+328.1%
+498.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.2% | -17.1% | -18.0% |
| 7D | -24.6% | +4.4% | -29.0% | -25.6% |
| 30D | -45.7% | +13.8% | -59.5% | -48.1% |
| 3M | -27.7% | +9.0% | -36.7% | -30.0% |
| 6M | -37.3% | -10.0% | -27.3% | -36.1% |
| YTD | +11.1% | +1.8% | +9.3% | +7.2% |
| 1Y | +27.2% | +1.1% | +26.0% | +22.9% |
| 3Y | +153.7% | -9.5% | +163.2% | +144.2% |
| 5Y | +159.0% | -39.0% | +198.0% | +191.4% |
| 10Y | +405.6% | +101.1% | +304.4% | +230.6% |
| All | +826.3% | +328.1% | +498.2% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling