+539.5%
MTSI vs SPXS
-99.5%
+639.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +3.1% |
| 7D | +4.9% | -1.5% | +6.4% | +4.0% |
| 30D | -11.6% | +3.7% | -15.3% | -9.7% |
| 3M | -24.1% | -9.6% | -14.5% | -26.4% |
| 6M | +32.4% | -32.4% | +64.8% | +12.9% |
| YTD | +60.4% | -28.7% | +89.1% | +41.8% |
| 1Y | +111.0% | -38.1% | +149.1% | +76.8% |
| 3Y | +246.1% | -80.1% | +326.3% | +97.6% |
| 5Y | +340.3% | -85.9% | +426.2% | +172.5% |
| 10Y | +539.5% | -99.5% | +639.0% | +32.3% |
| All | +539.5% | -99.5% | +639.0% | +32.3% |
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