+217.6%
MTSI vs STZ
-35.4%
+253.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +9.2% |
| 7D | +3.5% | +3.4% | +0.1% | +3.8% |
| 30D | -30.3% | +19.6% | -49.9% | -29.6% |
| 3M | -26.0% | +8.0% | -34.0% | -24.9% |
| 6M | -36.1% | -0.3% | -35.8% | -34.7% |
| YTD | +34.3% | +8.6% | +25.7% | +34.9% |
| 1Y | +35.3% | +17.3% | +17.9% | +34.7% |
| 3Y | +217.6% | -34.7% | +252.3% | +239.0% |
| All | +217.6% | -35.4% | +253.1% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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