+111.0%
MTSI vs SPXU
-38.3%
+149.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +3.4% |
| 7D | +4.9% | -1.5% | +6.4% | +3.7% |
| 30D | -11.6% | +3.7% | -15.3% | -9.0% |
| 3M | -24.1% | -9.6% | -14.5% | -27.5% |
| 6M | +32.4% | -32.4% | +64.8% | +7.6% |
| YTD | +60.4% | -28.7% | +89.1% | +35.7% |
| 1Y | +111.0% | -38.2% | +149.2% | +66.0% |
| All | +111.0% | -38.3% | +149.3% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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