+231.9%
MTSI vs STT
+207.1%
+24.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.0% |
| 30D | +2.1% | +3.9% | -1.8% | -0.4% |
| 3M | -29.7% | +20.0% | -49.7% | -37.5% |
| 6M | +12.5% | +55.3% | -42.8% | -15.5% |
| YTD | +57.0% | +53.3% | +3.7% | +17.8% |
| 1Y | +103.9% | +74.7% | +29.2% | +40.3% |
| All | +231.9% | +207.1% | +24.7% | +61.4% |
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