+471.4%
MTSI vs SPY
+315.0%
+156.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +5.1% |
| 7D | +3.5% | +0.1% | +3.4% | +4.7% |
| 30D | -30.3% | -3.3% | -27.0% | -24.9% |
| 3M | -26.0% | -2.4% | -23.6% | -21.2% |
| 6M | -36.1% | +2.6% | -38.6% | -36.4% |
| YTD | +34.3% | +11.2% | +23.0% | +18.1% |
| 1Y | +35.3% | +13.4% | +21.9% | +15.9% |
| 3Y | +217.6% | +79.9% | +137.7% | +39.1% |
| 5Y | +210.1% | +72.2% | +137.9% | +48.6% |
| 10Y | +471.4% | +307.3% | +164.1% | -27.7% |
| All | +471.4% | +315.0% | +156.4% | -27.7% |
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