+451.3%
MTSI vs SPG
+109.7%
+341.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.8% | +10.0% | +10.5% |
| 7D | -10.0% | +4.9% | -14.9% | -11.5% |
| 30D | -37.2% | +15.6% | -52.8% | -40.6% |
| 3M | -30.1% | +4.1% | -34.1% | -31.3% |
| 6M | -31.9% | +13.6% | -45.5% | -35.8% |
| YTD | +23.2% | +27.5% | -4.4% | +11.1% |
| 1Y | +26.4% | +32.2% | -5.8% | +12.4% |
| 3Y | +186.2% | +126.0% | +60.1% | +109.7% |
| 5Y | +187.0% | +74.7% | +112.3% | +125.5% |
| All | +451.3% | +109.7% | +341.6% | +306.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling