+234.3%
MTSI vs SPXU
-81.1%
+315.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | 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% | +42.1% | -4.5% |
| YTD | +57.0% | -29.9% | +86.9% | +33.7% |
| 1Y | +103.9% | -39.1% | +143.0% | +62.9% |
| All | +234.3% | -81.1% | +315.4% | +70.7% |
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