+514.9%
MTSI vs SUI
+110.1%
+404.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | -2.8% | +4.2% | +2.5% |
| 30D | +2.1% | -1.2% | +3.3% | +2.5% |
| 3M | -29.7% | -1.7% | -28.0% | -30.1% |
| 6M | +12.5% | -10.5% | +23.0% | +16.4% |
| YTD | +57.0% | -1.8% | +58.9% | +55.5% |
| 1Y | +103.9% | -4.1% | +108.0% | +103.0% |
| 3Y | +223.6% | +11.3% | +212.3% | +188.5% |
| 5Y | +321.6% | -32.1% | +353.7% | +378.2% |
| All | +514.9% | +110.1% | +404.8% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling