+28.9%
MTSI vs SITM
+33.6%
-4.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.6% | -0.6% | +3.1% |
| 7D | +3.5% | +9.4% | -5.8% | -1.9% |
| 30D | -30.3% | -25.4% | -5.0% | -17.0% |
| 3M | -26.0% | -37.0% | +11.0% | -3.3% |
| 6M | -36.1% | -45.1% | +9.0% | -12.9% |
| YTD | +34.3% | +29.4% | +4.9% | +16.9% |
| All | +28.9% | +33.6% | -4.7% | +7.4% |
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