+512.7%
MTSI vs TAP
-47.8%
+560.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.0% | +10.4% |
| 7D | +7.2% | -8.0% | +15.2% | +8.5% |
| 30D | -18.4% | +4.1% | -22.5% | -19.5% |
| 3M | -16.7% | -4.4% | -12.3% | -16.8% |
| 6M | -31.7% | -1.9% | -29.8% | -32.5% |
| YTD | +45.9% | -12.1% | +57.9% | +47.2% |
| 1Y | +47.0% | -12.0% | +59.0% | +48.0% |
| 3Y | +224.1% | -25.0% | +249.1% | +232.5% |
| 5Y | +238.5% | -1.1% | +239.6% | +213.8% |
| 10Y | +512.7% | -47.6% | +560.3% | +512.1% |
| All | +512.7% | -47.8% | +560.5% | +512.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling