+183.6%
MTSI vs SPXU
-81.8%
+265.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.6% | +10.4% |
| 7D | -10.0% | +7.6% | -17.5% | -4.3% |
| 30D | -37.2% | +17.5% | -54.7% | -29.1% |
| 3M | -30.1% | +14.7% | -44.7% | -21.5% |
| 6M | -31.9% | -0.1% | -31.8% | -27.1% |
| YTD | +23.2% | -19.8% | +43.0% | +20.2% |
| 1Y | +26.4% | -23.7% | +50.1% | +21.4% |
| 3Y | +186.2% | -79.5% | +265.6% | +74.0% |
| All | +183.6% | -81.8% | +265.3% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling