+826.3%
MTSI vs SPG
+227.5%
+598.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.9% | -17.5% | -18.0% |
| 7D | -24.6% | +5.0% | -29.6% | -25.9% |
| 30D | -45.7% | +12.3% | -58.0% | -48.2% |
| 3M | -27.7% | +1.9% | -29.6% | -28.6% |
| 6M | -37.3% | +14.4% | -51.7% | -41.1% |
| YTD | +11.1% | +26.5% | -15.4% | +0.4% |
| 1Y | +27.2% | +30.7% | -3.5% | +13.3% |
| 3Y | +153.7% | +122.6% | +31.1% | +85.7% |
| 5Y | +159.0% | +73.3% | +85.7% | +103.6% |
| 10Y | +405.6% | +111.1% | +294.5% | +260.3% |
| All | +826.3% | +227.5% | +598.7% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling