+183.6%
MTSI vs SPYG
+63.1%
+120.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +9.9% | +9.5% |
| 7D | -10.0% | -3.6% | -6.3% | -3.7% |
| 30D | -37.2% | -11.2% | -26.0% | -23.9% |
| 3M | -30.1% | -8.1% | -22.0% | -18.7% |
| 6M | -31.9% | -3.3% | -28.6% | -25.1% |
| YTD | +23.2% | +5.5% | +17.6% | +20.8% |
| 1Y | +26.4% | +7.0% | +19.4% | +22.3% |
| 3Y | +186.2% | +89.5% | +96.7% | +41.5% |
| All | +183.6% | +63.1% | +120.5% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling