+320.4%
MTSI vs STLD
+292.4%
+28.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | +1.4% | +3.1% | -1.8% | -0.1% |
| 30D | +2.1% | -9.0% | +11.1% | +5.8% |
| 3M | -29.7% | -12.4% | -17.4% | -26.4% |
| 6M | +12.5% | +25.5% | -13.0% | +1.5% |
| YTD | +57.0% | +43.6% | +13.4% | +33.4% |
| 1Y | +103.9% | +87.2% | +16.7% | +55.3% |
| 3Y | +223.6% | +135.2% | +88.3% | +120.5% |
| All | +320.4% | +292.4% | +28.0% | +143.8% |
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