+471.4%
MTSI vs SPYG
+401.0%
+70.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +5.0% |
| 7D | +3.5% | 0.0% | +3.5% | +5.1% |
| 30D | -30.3% | -8.4% | -21.9% | -18.7% |
| 3M | -26.0% | -6.2% | -19.8% | -16.0% |
| 6M | -36.1% | -1.8% | -34.3% | -31.2% |
| YTD | +34.3% | +8.4% | +25.9% | +25.9% |
| 1Y | +35.3% | +10.1% | +25.2% | +24.6% |
| 3Y | +217.6% | +94.9% | +122.7% | +35.9% |
| 5Y | +210.1% | +68.5% | +141.6% | +65.9% |
| 10Y | +471.4% | +392.2% | +79.2% | -46.7% |
| All | +471.4% | +401.0% | +70.4% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling