+234.3%
MTSI vs SITM
+395.0%
-160.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.1% | +0.4% |
| 7D | +1.4% | +9.7% | -8.3% | -3.0% |
| 30D | +2.1% | +12.7% | -10.6% | -3.6% |
| 3M | -29.7% | -13.4% | -16.3% | -25.5% |
| 6M | +12.5% | +59.6% | -47.1% | -9.3% |
| YTD | +57.0% | +73.3% | -16.3% | +21.1% |
| 1Y | +103.9% | +165.5% | -61.6% | +29.3% |
| All | +234.3% | +395.0% | -160.7% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling