+206.9%
MTSI vs SPXS
-83.0%
+289.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -4.8% |
| 7D | +10.0% | -7.5% | +17.5% | +5.9% |
| 30D | -20.3% | +5.3% | -25.7% | -15.1% |
| 3M | -24.4% | +9.7% | -34.1% | -16.9% |
| 6M | -39.2% | -4.6% | -34.6% | -36.3% |
| YTD | +35.5% | -25.8% | +61.3% | +27.4% |
| 1Y | +43.0% | -28.8% | +71.8% | +32.6% |
| 3Y | +196.3% | -80.2% | +276.4% | +77.1% |
| All | +206.9% | -83.0% | +289.9% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling