+761.1%
MTSI vs SITM
+3,107.0%
-2,345.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +17.4% | -6.6% | +4.1% |
| 7D | -10.0% | -6.7% | -3.2% | -7.3% |
| 30D | -37.2% | -37.3% | +0.1% | -24.6% |
| 3M | -30.1% | -39.4% | +9.3% | -14.8% |
| 6M | -31.9% | -33.1% | +1.2% | -20.6% |
| YTD | +23.2% | +18.0% | +5.1% | +16.6% |
| 1Y | +26.4% | +22.7% | +3.7% | +17.6% |
| 3Y | +186.2% | +283.8% | -97.6% | +67.8% |
| 5Y | +187.0% | +45.0% | +142.0% | +98.8% |
| All | +761.1% | +3,107.0% | -2,345.9% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling