+159.0%
MTSI vs STLD
+268.5%
-109.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.6% | -10.8% | -15.0% |
| 7D | -24.6% | -12.5% | -12.1% | -19.7% |
| 30D | -45.7% | -6.8% | -38.9% | -43.6% |
| 3M | -27.7% | -16.4% | -11.4% | -21.7% |
| 6M | -37.3% | -6.1% | -31.2% | -35.7% |
| YTD | +11.1% | +32.0% | -20.8% | -1.7% |
| 1Y | +27.2% | +45.5% | -18.3% | +7.9% |
| 3Y | +153.7% | +106.5% | +47.2% | +82.1% |
| 5Y | +159.0% | +267.2% | -108.2% | +51.6% |
| All | +159.0% | +268.5% | -109.5% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling