+512.7%
MTSI vs SPYG
+400.9%
+111.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.6% | +7.8% |
| 7D | +7.2% | -1.5% | +8.7% | +11.5% |
| 30D | -18.4% | -7.2% | -11.2% | -6.5% |
| 3M | -16.7% | -4.6% | -12.0% | -7.6% |
| 6M | -31.7% | -1.2% | -30.5% | -26.9% |
| YTD | +45.9% | +9.3% | +36.6% | +35.3% |
| 1Y | +47.0% | +8.8% | +38.1% | +37.7% |
| 3Y | +224.1% | +93.3% | +130.8% | +40.4% |
| 5Y | +238.5% | +71.7% | +166.8% | +76.2% |
| 10Y | +512.7% | +399.8% | +112.9% | -43.0% |
| All | +512.7% | +400.9% | +111.9% | -43.0% |
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