+320.4%
MTSI vs SM
+107.8%
+212.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.1% | +26.3% | -24.2% | -3.1% |
| 3M | -29.7% | +8.7% | -38.4% | -31.6% |
| 6M | +12.5% | +51.7% | -39.1% | -0.7% |
| YTD | +57.0% | +99.0% | -42.0% | +28.3% |
| 1Y | +103.9% | +34.6% | +69.3% | +83.7% |
| 3Y | +223.6% | -7.8% | +231.3% | +204.7% |
| All | +320.4% | +107.8% | +212.5% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling