+1,067.8%
MTSI vs SITM
+4,437.5%
-3,369.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.7% |
| 7D | +11.1% | +3.7% | +7.4% | +9.5% |
| 30D | -3.7% | -14.5% | +10.8% | +2.1% |
| 3M | -20.2% | -10.6% | -9.7% | -17.1% |
| 6M | +30.8% | +65.5% | -34.7% | +8.8% |
| YTD | +67.0% | +67.0% | 0.0% | +37.5% |
| 1Y | +120.4% | +138.6% | -18.2% | +58.4% |
| 3Y | +260.4% | +421.8% | -161.4% | +85.3% |
| 5Y | +356.3% | +172.4% | +183.8% | +153.5% |
| All | +1,067.8% | +4,437.5% | -3,369.6% | +249.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling