+826.3%
MTSI vs SM
-56.9%
+883.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.6% | -13.7% | -17.7% |
| 7D | -24.6% | -25.1% | +0.5% | -21.4% |
| 30D | -45.7% | -15.6% | -30.1% | -44.5% |
| 3M | -27.7% | +2.7% | -30.5% | -28.6% |
| 6M | -37.3% | -3.8% | -33.4% | -38.0% |
| YTD | +11.1% | +61.8% | -50.7% | +0.3% |
| 1Y | +27.2% | +71.4% | -44.2% | +13.5% |
| 3Y | +153.7% | -20.7% | +174.4% | +150.1% |
| 5Y | +159.0% | -11.5% | +170.5% | +143.7% |
| 10Y | +405.6% | +10.2% | +395.4% | +238.4% |
| All | +826.3% | -56.9% | +883.1% | +642.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling