+826.3%
MTSI vs STLA
+109.1%
+717.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.5% | -13.8% | -16.9% |
| 7D | -24.6% | -5.5% | -19.1% | -23.1% |
| 30D | -45.7% | -3.7% | -42.0% | -45.2% |
| 3M | -27.7% | -21.1% | -6.6% | -22.9% |
| 6M | -37.3% | -38.3% | +1.0% | -27.7% |
| YTD | +11.1% | -59.2% | +70.4% | +43.4% |
| 1Y | +27.2% | -56.7% | +83.9% | +59.9% |
| 3Y | +153.7% | -74.3% | +228.0% | +267.4% |
| 5Y | +159.0% | -70.2% | +229.2% | +246.9% |
| 10Y | +405.6% | +23.4% | +382.2% | +354.0% |
| All | +826.3% | +109.1% | +717.2% | +659.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling