-37.1%
MTSI vs SITM
-45.1%
+8.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.6% | -0.6% | +2.1% |
| 7D | +3.5% | +9.4% | -5.8% | -3.0% |
| 30D | -30.3% | -25.4% | -5.0% | -14.6% |
| 3M | -26.0% | -37.0% | +11.0% | +1.2% |
| All | -37.1% | -45.1% | +8.0% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling