+103.9%
MTSI vs SPG
+21.3%
+82.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.2% |
| 7D | +1.4% | -2.4% | +3.8% | +0.8% |
| 30D | +2.1% | -6.8% | +8.9% | +0.4% |
| 3M | -29.7% | +2.7% | -32.4% | -31.3% |
| 6M | +12.5% | +5.5% | +7.1% | +8.7% |
| YTD | +57.0% | +15.7% | +41.3% | +55.8% |
| 1Y | +103.9% | +20.9% | +83.1% | +101.3% |
| All | +103.9% | +21.3% | +82.6% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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