+477.8%
MTSI vs SPY
+304.1%
+173.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -0.9% |
| 7D | -3.8% | -0.6% | -3.2% | -1.6% |
| 30D | -31.4% | -3.7% | -27.7% | -25.6% |
| 3M | -23.8% | -2.7% | -21.0% | -18.4% |
| 6M | -37.1% | +2.2% | -39.3% | -36.9% |
| YTD | +32.2% | +10.8% | +21.4% | +17.0% |
| 1Y | +26.9% | +11.2% | +15.7% | +12.1% |
| 3Y | +193.7% | +76.5% | +117.3% | +32.4% |
| 5Y | +218.0% | +72.9% | +145.1% | +51.4% |
| 10Y | +477.8% | +304.8% | +172.9% | -24.5% |
| All | +477.8% | +304.1% | +173.6% | -24.5% |
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