+218.0%
MTSI vs SPG
+83.5%
+134.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.9% |
| 7D | -3.8% | +5.6% | -9.4% | -6.3% |
| 30D | -31.4% | +17.6% | -49.0% | -37.3% |
| 3M | -23.8% | +7.5% | -31.2% | -26.9% |
| 6M | -37.1% | +18.5% | -55.6% | -43.8% |
| YTD | +32.2% | +30.9% | +1.3% | +10.6% |
| 1Y | +26.9% | +34.1% | -7.2% | +4.4% |
| 3Y | +193.7% | +135.5% | +58.2% | +67.4% |
| 5Y | +218.0% | +86.5% | +131.5% | +95.5% |
| All | +218.0% | +83.5% | +134.6% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling