+231.9%
MTSI vs SPXS
-79.7%
+311.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +4.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | +2.1% | +0.8% | +1.3% | +2.8% |
| 3M | -29.7% | -4.7% | -25.0% | -29.8% |
| 6M | +12.5% | -29.6% | +42.2% | -4.4% |
| YTD | +57.0% | -29.8% | +86.8% | +33.9% |
| 1Y | +103.9% | -38.9% | +142.9% | +63.4% |
| All | +231.9% | -79.7% | +311.6% | +74.1% |
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