+997.8%
MTSI vs SITM
+4,608.4%
-3,610.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.1% | +1.0% |
| 7D | +1.4% | +9.7% | -8.3% | -2.1% |
| 30D | +2.1% | +12.7% | -10.6% | -2.4% |
| 3M | -29.7% | -13.4% | -16.3% | -26.0% |
| 6M | +12.5% | +59.6% | -47.1% | -5.2% |
| YTD | +57.0% | +73.3% | -16.3% | +27.6% |
| 1Y | +103.9% | +165.5% | -61.6% | +41.2% |
| 3Y | +223.6% | +368.7% | -145.1% | +71.6% |
| 5Y | +321.6% | +172.5% | +149.1% | +133.4% |
| All | +997.8% | +4,608.4% | -3,610.6% | +224.3% |
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 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