+451.3%
MTSI vs STLA
+18.3%
+433.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.1% | +10.9% |
| 7D | -10.0% | -4.5% | -5.5% | -8.3% |
| 30D | -37.2% | -3.9% | -33.3% | -36.5% |
| 3M | -30.1% | -20.2% | -9.9% | -24.8% |
| 6M | -31.9% | -42.2% | +10.3% | -17.2% |
| YTD | +23.2% | -59.3% | +82.5% | +67.0% |
| 1Y | +26.4% | -56.1% | +82.4% | +64.7% |
| 3Y | +186.2% | -73.7% | +259.8% | +340.5% |
| 5Y | +187.0% | -70.3% | +257.3% | +302.0% |
| All | +451.3% | +18.3% | +433.0% | +456.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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