+926.7%
MTSI vs SBAC
+320.0%
+606.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.9% | +12.7% | +11.4% |
| 7D | -10.0% | +1.2% | -11.2% | -10.4% |
| 30D | -37.2% | +11.2% | -48.4% | -39.5% |
| 3M | -30.1% | +4.5% | -34.5% | -31.4% |
| 6M | -31.9% | -12.2% | -19.7% | -30.2% |
| YTD | +23.2% | -0.1% | +23.3% | +19.4% |
| 1Y | +26.4% | -0.3% | +26.6% | +22.6% |
| 3Y | +186.2% | -8.7% | +194.9% | +173.5% |
| 5Y | +187.0% | -40.2% | +227.2% | +224.7% |
| 10Y | +460.4% | +97.3% | +363.0% | +268.3% |
| All | +926.7% | +320.0% | +606.7% | +286.0% |
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