+539.5%
MTSI vs SPY
+311.3%
+228.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.1% |
| 7D | +4.9% | +0.5% | +4.3% | +3.9% |
| 30D | -11.6% | -0.9% | -10.6% | -10.2% |
| 3M | -24.1% | +3.9% | -27.9% | -27.9% |
| 6M | +32.4% | +14.5% | +17.9% | +8.6% |
| YTD | +60.4% | +12.9% | +47.5% | +34.6% |
| 1Y | +111.0% | +19.4% | +91.6% | +63.4% |
| 3Y | +246.1% | +78.5% | +167.7% | +50.1% |
| 5Y | +340.3% | +81.8% | +258.6% | +89.8% |
| 10Y | +539.5% | +311.5% | +228.0% | -14.6% |
| All | +539.5% | +311.3% | +228.2% | -14.6% |
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