+103.9%
MTSI vs TAP
-14.5%
+118.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.4% |
| 7D | +1.4% | -2.3% | +3.7% | +0.6% |
| 30D | +2.1% | -2.1% | +4.2% | +1.7% |
| 3M | -29.7% | +6.6% | -36.3% | -28.1% |
| 6M | +12.5% | -11.5% | +24.0% | +11.6% |
| YTD | +57.0% | -10.3% | +67.3% | +58.6% |
| 1Y | +103.9% | -14.4% | +118.3% | +102.8% |
| All | +103.9% | -14.5% | +118.4% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling