+43.8%
MTSI vs SPG
+32.6%
+11.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.8% |
| 7D | +29.1% | +3.1% | +26.0% | +30.5% |
| 30D | -20.4% | +16.4% | -36.8% | -15.0% |
| 3M | -20.9% | +7.1% | -28.0% | -17.1% |
| 6M | -32.3% | +16.1% | -48.3% | -30.6% |
| YTD | +43.5% | +30.4% | +13.0% | +48.6% |
| 1Y | +43.8% | +33.0% | +10.8% | +49.9% |
| All | +43.8% | +32.6% | +11.2% | +49.9% |
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 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