+397.4%
MTSI vs STLD
+864.5%
-467.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.6% | -10.8% | -14.9% |
| 7D | -24.6% | -12.5% | -12.1% | -19.5% |
| 30D | -45.7% | -6.8% | -38.9% | -43.5% |
| 3M | -27.7% | -16.4% | -11.4% | -21.4% |
| 6M | -37.3% | -6.1% | -31.2% | -35.7% |
| YTD | +11.1% | +32.0% | -20.8% | -2.5% |
| 1Y | +27.2% | +45.5% | -18.3% | +6.7% |
| 3Y | +153.7% | +106.5% | +47.2% | +77.5% |
| 5Y | +159.0% | +267.2% | -108.2% | +32.9% |
| All | +397.4% | +864.5% | -467.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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