+468.8%
MTSI vs SPY
+307.0%
+161.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.0% |
| 7D | +10.0% | +2.6% | +7.4% | +5.9% |
| 30D | -20.3% | -2.0% | -18.4% | -16.0% |
| 3M | -24.4% | -2.8% | -21.6% | -18.9% |
| 6M | -39.2% | +2.1% | -41.3% | -38.9% |
| YTD | +35.5% | +11.5% | +24.0% | +18.9% |
| 1Y | +43.0% | +13.5% | +29.6% | +22.5% |
| 3Y | +196.3% | +77.7% | +118.6% | +32.3% |
| 5Y | +210.0% | +72.6% | +137.4% | +48.2% |
| All | +468.8% | +307.0% | +161.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling