+186.2%
MTSI vs SM
-20.0%
+206.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.9% | +10.7% |
| 7D | -10.0% | -25.9% | +15.9% | -5.5% |
| 30D | -37.2% | -15.1% | -22.1% | -35.6% |
| 3M | -30.1% | +4.9% | -34.9% | -31.7% |
| 6M | -31.9% | +6.1% | -38.0% | -34.6% |
| YTD | +23.2% | +63.4% | -40.3% | +1.2% |
| 1Y | +26.4% | +72.5% | -46.1% | +1.3% |
| 3Y | +186.2% | -16.9% | +203.0% | +164.7% |
| All | +186.2% | -20.0% | +206.2% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling