+61.7%
MTSI vs SITM
+47.5%
+14.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.4% | +8.4% | +4.5% |
| 7D | -10.7% | -19.5% | +8.9% | +1.1% |
| 30D | -29.0% | -43.2% | +14.2% | -1.8% |
| 3M | -14.7% | -30.8% | +16.1% | +5.1% |
| 6M | -20.1% | -28.6% | +8.5% | -4.2% |
| YTD | +36.1% | +14.2% | +21.9% | +27.6% |
| 1Y | +61.7% | +44.4% | +17.4% | +35.7% |
| All | +61.7% | +47.5% | +14.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling