+451.3%
MTSI vs SPY
+312.9%
+138.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.3% | +10.5% | +10.3% |
| 7D | -10.0% | -2.7% | -7.3% | -4.8% |
| 30D | -37.2% | -5.4% | -31.8% | -30.0% |
| 3M | -30.1% | -4.1% | -26.0% | -23.5% |
| 6M | -31.9% | +0.7% | -32.6% | -30.3% |
| YTD | +23.2% | +8.7% | +14.5% | +12.3% |
| 1Y | +26.4% | +10.9% | +15.5% | +12.1% |
| 3Y | +186.2% | +75.0% | +111.2% | +30.7% |
| 5Y | +187.0% | +67.8% | +119.3% | +43.1% |
| All | +451.3% | +312.9% | +138.4% | -31.2% |
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