+1,208.8%
MTSI vs SBAC
+320.0%
+888.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.8% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | +2.1% | +6.9% | -4.8% | 0.0% |
| 3M | -29.7% | -8.2% | -21.5% | -28.4% |
| 6M | +12.5% | -1.6% | +14.2% | +10.6% |
| YTD | +57.0% | -0.1% | +57.1% | +53.0% |
| 1Y | +103.9% | -0.5% | +104.4% | +98.3% |
| 3Y | +223.6% | -9.1% | +232.6% | +210.0% |
| 5Y | +321.6% | -43.8% | +365.3% | +392.1% |
| 10Y | +517.7% | +80.5% | +437.2% | +324.3% |
| All | +1,208.8% | +320.0% | +888.7% | +394.4% |
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