+514.9%
MTSI vs SPG
+60.3%
+454.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.8% |
| 7D | +1.4% | -2.4% | +3.8% | +2.3% |
| 30D | +2.1% | -6.8% | +8.9% | +4.6% |
| 3M | -29.7% | +2.7% | -32.4% | -31.0% |
| 6M | +12.5% | +5.5% | +7.1% | +9.4% |
| YTD | +57.0% | +15.7% | +41.3% | +47.3% |
| 1Y | +103.9% | +20.9% | +83.1% | +87.6% |
| 3Y | +223.6% | +112.4% | +111.2% | +143.2% |
| 5Y | +321.6% | +101.4% | +220.2% | +219.7% |
| All | +514.9% | +60.3% | +454.6% | +391.7% |
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