+1,208.8%
MTSI vs SPY
+607.5%
+601.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +4.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | -29.7% | +2.0% | -31.7% | -31.0% |
| 6M | +12.5% | +13.0% | -0.5% | -5.1% |
| YTD | +57.0% | +13.5% | +43.5% | +31.3% |
| 1Y | +103.9% | +20.0% | +84.0% | +57.9% |
| 3Y | +223.6% | +77.2% | +146.4% | +45.0% |
| 5Y | +321.6% | +81.9% | +239.7% | +85.7% |
| 10Y | +517.7% | +314.1% | +203.7% | -9.3% |
| All | +1,208.8% | +607.5% | +601.3% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling