+111.0%
MTSI vs SITM
+150.1%
-39.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.3% |
| 7D | +4.9% | +8.4% | -3.5% | +0.4% |
| 30D | -11.6% | -17.4% | +5.8% | -2.2% |
| 3M | -24.1% | -9.8% | -14.2% | -20.8% |
| 6M | +32.4% | +83.0% | -50.5% | -0.7% |
| YTD | +60.4% | +69.6% | -9.1% | +23.3% |
| 1Y | +111.0% | +144.9% | -33.9% | +53.4% |
| All | +111.0% | +150.1% | -39.1% | +53.4% |
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