+238.5%
MTSI vs SM
-0.4%
+238.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.6% | +4.8% | +9.2% |
| 7D | +7.2% | +0.3% | +6.9% | +7.3% |
| 30D | -18.4% | -17.3% | -1.1% | -15.5% |
| 3M | -16.7% | -3.6% | -13.1% | -17.0% |
| 6M | -31.7% | +2.9% | -34.6% | -33.9% |
| YTD | +45.9% | +70.2% | -24.3% | +21.3% |
| 1Y | +47.0% | +66.5% | -19.5% | +22.6% |
| 3Y | +224.1% | -8.2% | +232.3% | +201.8% |
| 5Y | +238.5% | -1.5% | +240.0% | +198.0% |
| All | +238.5% | -0.4% | +238.9% | +198.0% |
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 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