+158.2%
MTSI vs SUI
+16.8%
+141.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.7% | -19.0% | -18.2% |
| 7D | -24.6% | +8.8% | -33.4% | -23.2% |
| 30D | -45.7% | +8.9% | -54.7% | -44.7% |
| 3M | -27.7% | +2.0% | -29.8% | -26.8% |
| 6M | -37.3% | -0.6% | -36.7% | -36.4% |
| YTD | +11.1% | +1.3% | +9.8% | +12.5% |
| 1Y | +27.2% | +1.3% | +25.9% | +28.7% |
| All | +158.2% | +16.8% | +141.3% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling