+826.3%
MTSI vs SPY
+575.0%
+251.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.4% | -13.9% | -11.4% |
| 7D | -24.6% | -4.7% | -19.9% | -17.6% |
| 30D | -45.7% | -5.9% | -39.8% | -39.2% |
| 3M | -27.7% | -4.5% | -23.2% | -20.7% |
| 6M | -37.3% | +1.8% | -39.1% | -36.9% |
| YTD | +11.1% | +8.3% | +2.8% | +2.1% |
| 1Y | +27.2% | +9.3% | +17.8% | +15.4% |
| 3Y | +153.7% | +74.9% | +78.8% | +18.7% |
| 5Y | +159.0% | +67.3% | +91.7% | +32.4% |
| 10Y | +405.6% | +311.6% | +94.0% | -22.9% |
| All | +826.3% | +575.0% | +251.3% | -17.3% |
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