+28.9%
MTSI vs SPXS
-26.8%
+55.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.0% | +16.0% | +2.8% |
| 7D | +3.5% | -1.5% | +5.0% | +5.6% |
| 30D | -30.3% | +9.6% | -39.9% | -21.4% |
| 3M | -26.0% | +8.5% | -34.5% | -16.4% |
| 6M | -36.1% | -5.8% | -30.3% | -32.5% |
| YTD | +34.3% | -25.4% | +59.7% | +24.5% |
| All | +28.9% | -26.8% | +55.7% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling