+183.6%
MTSI vs STZ
-29.7%
+213.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +11.0% |
| 7D | -10.0% | +4.9% | -14.9% | -10.4% |
| 30D | -37.2% | +20.9% | -58.1% | -38.9% |
| 3M | -30.1% | +8.0% | -38.0% | -30.9% |
| 6M | -31.9% | -5.3% | -26.6% | -30.9% |
| YTD | +23.2% | +5.9% | +17.3% | +20.1% |
| 1Y | +26.4% | +14.2% | +12.2% | +20.6% |
| 3Y | +186.2% | -37.0% | +223.1% | +222.5% |
| All | +183.6% | -29.7% | +213.3% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling