+213.7%
MTSI vs SPXU
-80.8%
+294.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -0.9% |
| 7D | +29.1% | -9.4% | +38.5% | +21.5% |
| 30D | -20.4% | +7.4% | -27.8% | -13.0% |
| 3M | -20.9% | +6.2% | -27.1% | -13.5% |
| 6M | -32.3% | -7.2% | -25.0% | -29.9% |
| YTD | +43.5% | -26.8% | +70.3% | +31.6% |
| 1Y | +43.8% | -26.3% | +70.1% | +33.9% |
| All | +213.7% | -80.8% | +294.6% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling