+926.7%
MTSI vs STZ
+655.0%
+271.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +11.3% |
| 7D | -10.0% | +4.9% | -14.9% | -11.2% |
| 30D | -37.2% | +20.9% | -58.1% | -40.8% |
| 3M | -30.1% | +8.0% | -38.0% | -32.4% |
| 6M | -31.9% | -5.3% | -26.6% | -32.0% |
| YTD | +23.2% | +5.9% | +17.3% | +18.0% |
| 1Y | +26.4% | +14.2% | +12.2% | +18.2% |
| 3Y | +186.2% | -37.0% | +223.1% | +214.4% |
| 5Y | +187.0% | -29.7% | +216.8% | +203.2% |
| 10Y | +460.4% | +5.2% | +455.2% | +429.8% |
| All | +926.7% | +655.0% | +271.7% | +774.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling