+103.9%
MTSI vs SM
+36.8%
+67.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.5% | +3.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +2.1% | +25.6% | -23.5% | +4.3% |
| 3M | -29.7% | +8.0% | -37.8% | -27.8% |
| 6M | +12.5% | +50.8% | -38.3% | +13.9% |
| YTD | +57.0% | +97.9% | -40.9% | +54.2% |
| 1Y | +103.9% | +33.8% | +70.1% | +124.6% |
| All | +103.9% | +36.8% | +67.2% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling