+1,208.8%
MTSI vs STT
+526.3%
+682.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.1% |
| 30D | +2.1% | +3.9% | -1.8% | -0.1% |
| 3M | -29.7% | +20.0% | -49.7% | -36.7% |
| 6M | +12.5% | +55.3% | -42.8% | -12.4% |
| YTD | +57.0% | +53.3% | +3.7% | +22.5% |
| 1Y | +103.9% | +74.7% | +29.2% | +47.9% |
| 3Y | +223.6% | +205.8% | +17.7% | +69.5% |
| 5Y | +321.6% | +145.0% | +176.6% | +140.1% |
| 10Y | +517.7% | +266.0% | +251.7% | +157.5% |
| All | +1,208.8% | +526.3% | +682.5% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling