+103.9%
MTSI vs SPYG
+22.6%
+81.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | +1.4% | +0.4% | +1.0% | +0.7% |
| 30D | +2.1% | -0.4% | +2.5% | +3.1% |
| 3M | -29.7% | +0.5% | -30.3% | -29.6% |
| 6M | +12.5% | +17.5% | -4.9% | -10.2% |
| YTD | +57.0% | +14.3% | +42.7% | +30.3% |
| 1Y | +103.9% | +21.7% | +82.2% | +57.7% |
| All | +103.9% | +22.6% | +81.3% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling