+206.9%
MTSI vs STT
+104.1%
+102.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.5% |
| 7D | +10.0% | +4.8% | +5.2% | +7.1% |
| 30D | -20.3% | +3.9% | -24.3% | -21.5% |
| 3M | -24.4% | -8.2% | -16.3% | -19.6% |
| 6M | -39.2% | +15.6% | -54.8% | -43.5% |
| YTD | +35.5% | +37.6% | -2.1% | +13.0% |
| 1Y | +43.0% | +50.1% | -7.1% | +13.4% |
| 3Y | +196.3% | +183.1% | +13.2% | +63.3% |
| All | +206.9% | +104.1% | +102.8% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling