-31.9%
MTSI vs STZ
-4.7%
-27.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +9.4% |
| 7D | -10.0% | +4.9% | -14.9% | -6.2% |
| 30D | -37.2% | +20.9% | -58.1% | -27.8% |
| 3M | -30.1% | +8.0% | -38.0% | -22.7% |
| 6M | -31.9% | -5.3% | -26.6% | -24.8% |
| All | -31.9% | -4.7% | -27.2% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling