+228.3%
MTSI vs SPY
+74.0%
+154.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.0% |
| 7D | +29.1% | +3.3% | +25.8% | +22.7% |
| 30D | -20.4% | -2.7% | -17.7% | -14.9% |
| 3M | -20.9% | -1.7% | -19.2% | -16.5% |
| 6M | -32.3% | +3.1% | -35.3% | -33.0% |
| YTD | +43.5% | +11.9% | +31.6% | +25.1% |
| 1Y | +43.8% | +12.0% | +31.8% | +25.7% |
| 3Y | +218.8% | +78.2% | +140.6% | +46.2% |
| 5Y | +228.3% | +73.2% | +155.1% | +65.1% |
| All | +228.3% | +74.0% | +154.3% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling