+26.4%
MTSI vs SM
+72.1%
-45.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.9% | +10.9% |
| 7D | -10.0% | -25.9% | +15.9% | -13.8% |
| 30D | -37.2% | -15.1% | -22.1% | -38.3% |
| 3M | -30.1% | +4.9% | -34.9% | -28.7% |
| 6M | -31.9% | +6.1% | -38.0% | -29.3% |
| YTD | +23.2% | +63.4% | -40.3% | +31.8% |
| 1Y | +26.4% | +72.5% | -46.1% | +36.0% |
| All | +26.4% | +72.1% | -45.7% | +36.0% |
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