+158.2%
MTSI vs STT
+164.8%
-6.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.7% | -13.6% | -14.9% |
| 7D | -24.6% | -4.9% | -19.7% | -21.2% |
| 30D | -45.7% | -6.0% | -39.7% | -42.8% |
| 3M | -27.7% | -11.7% | -16.1% | -20.4% |
| 6M | -37.3% | +11.7% | -49.0% | -40.9% |
| YTD | +11.1% | +30.4% | -19.3% | -6.4% |
| 1Y | +27.2% | +43.9% | -16.8% | +0.1% |
| All | +158.2% | +164.8% | -6.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling