+28.9%
MTSI vs STLA
-57.6%
+86.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.0% |
| 7D | +3.5% | -6.4% | +9.9% | +3.9% |
| 30D | -30.3% | -1.3% | -29.0% | -30.2% |
| 3M | -26.0% | -19.9% | -6.1% | -25.3% |
| 6M | -36.1% | -42.9% | +6.8% | -33.7% |
| YTD | +34.3% | -59.4% | +93.7% | +33.0% |
| All | +28.9% | -57.6% | +86.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling