+471.4%
MTSI vs SPXS
-99.5%
+571.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.0% | +16.0% | +5.2% |
| 7D | +3.5% | -1.5% | +5.0% | +4.9% |
| 30D | -30.3% | +9.6% | -39.9% | -24.4% |
| 3M | -26.0% | +8.5% | -34.5% | -19.6% |
| 6M | -36.1% | -5.8% | -30.3% | -33.7% |
| YTD | +34.3% | -25.4% | +59.7% | +26.3% |
| 1Y | +35.3% | -28.8% | +64.1% | +25.4% |
| 3Y | +217.6% | -80.9% | +298.5% | +82.8% |
| 5Y | +210.1% | -83.1% | +293.2% | +117.0% |
| 10Y | +471.4% | -99.5% | +570.9% | +12.0% |
| All | +471.4% | -99.5% | +571.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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