+320.4%
MTSI vs SPXU
-86.1%
+406.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +4.2% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | +2.1% | +0.8% | +1.3% | +2.7% |
| 3M | -29.7% | -4.7% | -25.0% | -29.7% |
| 6M | +12.5% | -29.6% | +42.1% | -2.1% |
| YTD | +57.0% | -29.9% | +86.9% | +37.1% |
| 1Y | +103.9% | -39.1% | +143.0% | +68.8% |
| 3Y | +223.6% | -80.0% | +303.6% | +87.0% |
| All | +320.4% | -86.1% | +406.5% | +168.4% |
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