+186.2%
MTSI vs SPXS
-79.2%
+265.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.7% | +10.3% |
| 7D | -10.0% | +7.5% | -17.5% | -3.2% |
| 30D | -37.2% | +17.5% | -54.7% | -27.4% |
| 3M | -30.1% | +14.7% | -44.7% | -19.8% |
| 6M | -31.9% | -0.1% | -31.8% | -26.2% |
| YTD | +23.2% | -19.7% | +42.9% | +19.6% |
| 1Y | +26.4% | -23.6% | +50.0% | +20.5% |
| 3Y | +186.2% | -79.2% | +265.3% | +43.5% |
| All | +186.2% | -79.2% | +265.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling