+1,208.8%
MTSI vs SUI
+370.2%
+838.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | -29.7% | -1.7% | -28.0% | -30.0% |
| 6M | +12.5% | -10.5% | +23.0% | +16.2% |
| YTD | +57.0% | -1.8% | +58.9% | +55.6% |
| 1Y | +103.9% | -4.1% | +108.0% | +103.1% |
| 3Y | +223.6% | +11.3% | +212.3% | +191.3% |
| 5Y | +321.6% | -32.1% | +353.7% | +370.8% |
| 10Y | +517.7% | +110.4% | +407.3% | +337.4% |
| All | +1,208.8% | +370.2% | +838.5% | +567.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling