+340.3%
MTSI vs SPYG
+84.3%
+256.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.8% |
| 7D | +4.9% | +1.2% | +3.7% | +3.1% |
| 30D | -11.6% | -1.6% | -10.0% | -9.5% |
| 3M | -24.1% | +3.4% | -27.4% | -26.5% |
| 6M | +32.4% | +18.9% | +13.5% | +7.0% |
| YTD | +60.4% | +13.8% | +46.6% | +37.3% |
| 1Y | +111.0% | +20.6% | +90.4% | +68.4% |
| 3Y | +246.1% | +100.5% | +145.6% | +52.9% |
| 5Y | +340.3% | +84.6% | +255.7% | +127.0% |
| All | +340.3% | +84.3% | +256.0% | +127.0% |
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 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