+183.6%
MTSI vs SUI
-26.3%
+209.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +11.0% |
| 7D | -10.0% | +6.2% | -16.2% | -11.0% |
| 30D | -37.2% | +8.6% | -45.8% | -38.4% |
| 3M | -30.1% | +1.0% | -31.1% | -30.5% |
| 6M | -31.9% | -2.6% | -29.3% | -32.1% |
| YTD | +23.2% | -0.1% | +23.3% | +21.5% |
| 1Y | +26.4% | +0.5% | +25.9% | +24.3% |
| 3Y | +186.2% | +15.3% | +170.9% | +154.7% |
| All | +183.6% | -26.3% | +209.9% | +224.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling