+43.0%
MTSI vs SM
+84.2%
-41.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +10.0% | +9.4% | +0.6% | +10.9% |
| 30D | -20.3% | -14.4% | -6.0% | -22.2% |
| 3M | -24.4% | +1.6% | -26.0% | -24.0% |
| 6M | -39.2% | +6.3% | -45.5% | -37.0% |
| YTD | +35.5% | +78.8% | -43.3% | +43.6% |
| 1Y | +43.0% | +83.1% | -40.1% | +51.5% |
| All | +43.0% | +84.2% | -41.2% | +51.5% |
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