+826.3%
MTSI vs STZ
+668.8%
+157.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.6% | -17.7% | -18.2% |
| 7D | -24.6% | +11.8% | -36.4% | -26.9% |
| 30D | -45.7% | +26.0% | -71.7% | -49.4% |
| 3M | -27.7% | +11.5% | -39.3% | -30.7% |
| 6M | -37.3% | -2.0% | -35.3% | -37.9% |
| YTD | +11.1% | +7.9% | +3.3% | +6.1% |
| 1Y | +27.2% | +13.9% | +13.3% | +19.1% |
| 3Y | +153.7% | -35.8% | +189.5% | +177.6% |
| 5Y | +159.0% | -28.4% | +187.4% | +172.4% |
| 10Y | +405.6% | +7.1% | +398.5% | +376.1% |
| All | +826.3% | +668.8% | +157.5% | +685.6% |
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