+320.4%
MTSI vs STZ
-33.3%
+353.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +1.4% | -1.9% | +3.3% | +1.8% |
| 30D | +2.1% | -1.9% | +4.0% | +2.3% |
| 3M | -29.7% | -6.2% | -23.5% | -29.1% |
| 6M | +12.5% | -14.0% | +26.5% | +15.4% |
| YTD | +57.0% | -5.1% | +62.1% | +55.7% |
| 1Y | +103.9% | -9.6% | +113.5% | +104.6% |
| 3Y | +223.6% | -47.2% | +270.8% | +282.7% |
| All | +320.4% | -33.3% | +353.7% | +355.7% |
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