+320.4%
MTSI vs SITM
+170.8%
+149.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.1% | +0.7% |
| 7D | +1.4% | +9.7% | -8.3% | -2.6% |
| 30D | +2.1% | +12.7% | -10.6% | -3.1% |
| 3M | -29.7% | -13.4% | -16.3% | -25.7% |
| 6M | +12.5% | +59.6% | -47.1% | -7.7% |
| YTD | +57.0% | +73.3% | -16.3% | +23.6% |
| 1Y | +103.9% | +165.5% | -61.6% | +33.7% |
| 3Y | +223.6% | +368.7% | -145.1% | +56.1% |
| All | +320.4% | +170.8% | +149.6% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling