+183.6%
MTSI vs STLD
+255.4%
-71.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.4% | +10.6% |
| 7D | -10.0% | -11.1% | +1.1% | -4.8% |
| 30D | -37.2% | -4.8% | -32.4% | -35.3% |
| 3M | -30.1% | -14.6% | -15.5% | -24.8% |
| 6M | -31.9% | -7.4% | -24.5% | -29.7% |
| YTD | +23.2% | +32.6% | -9.4% | +8.7% |
| 1Y | +26.4% | +47.3% | -20.9% | +6.7% |
| 3Y | +186.2% | +107.5% | +78.6% | +105.0% |
| All | +183.6% | +255.4% | -71.8% | +68.6% |
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