+320.4%
MTSI vs STLA
-62.4%
+382.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.0% |
| 7D | +1.4% | +2.6% | -1.2% | +0.5% |
| 30D | +2.1% | -1.2% | +3.3% | +2.0% |
| 3M | -29.7% | -24.8% | -5.0% | -22.9% |
| 6M | +12.5% | -25.6% | +38.1% | +23.3% |
| YTD | +57.0% | -48.9% | +106.0% | +91.9% |
| 1Y | +103.9% | -38.8% | +142.7% | +127.1% |
| 3Y | +223.6% | -64.5% | +288.1% | +327.3% |
| All | +320.4% | -62.4% | +382.7% | +393.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling