+468.8%
MTSI vs SPG
+113.9%
+354.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +10.0% | +2.0% | +8.0% | +9.3% |
| 30D | -20.3% | +17.2% | -37.6% | -25.0% |
| 3M | -24.4% | +6.3% | -30.7% | -26.4% |
| 6M | -39.2% | +18.7% | -57.9% | -43.5% |
| YTD | +35.5% | +30.1% | +5.4% | +21.4% |
| 1Y | +43.0% | +32.8% | +10.3% | +27.1% |
| 3Y | +196.3% | +133.6% | +62.7% | +114.5% |
| 5Y | +210.0% | +84.4% | +125.6% | +139.4% |
| All | +468.8% | +113.9% | +354.8% | +327.2% |
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