+468.8%
MTSI vs STLA
-4.1%
+472.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.2% |
| 7D | +10.0% | -13.8% | +23.8% | +16.3% |
| 30D | -20.3% | -10.5% | -9.8% | -17.5% |
| 3M | -24.4% | -28.9% | +4.4% | -15.1% |
| 6M | -39.2% | -49.7% | +10.6% | -21.7% |
| YTD | +35.5% | -64.9% | +100.4% | +95.1% |
| 1Y | +43.0% | -64.0% | +107.1% | +102.8% |
| 3Y | +196.3% | -77.4% | +273.7% | +386.9% |
| 5Y | +210.0% | -74.4% | +284.5% | +361.8% |
| All | +468.8% | -4.1% | +472.9% | +411.6% |
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