+471.4%
MTSI vs SPG
+117.3%
+354.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.3% |
| 7D | +3.5% | +5.1% | -1.6% | +1.8% |
| 30D | -30.3% | +16.8% | -47.2% | -34.3% |
| 3M | -26.0% | +5.7% | -31.7% | -27.7% |
| 6M | -36.1% | +17.8% | -53.9% | -40.5% |
| YTD | +34.3% | +30.1% | +4.2% | +20.3% |
| 1Y | +35.3% | +32.8% | +2.5% | +20.2% |
| 3Y | +217.6% | +137.2% | +80.4% | +128.9% |
| 5Y | +210.1% | +81.5% | +128.6% | +140.7% |
| 10Y | +471.4% | +116.5% | +354.9% | +317.1% |
| All | +471.4% | +117.3% | +354.1% | +317.1% |
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