+451.3%
MTSI vs TAP
-49.3%
+500.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.5% | +15.3% | +11.5% |
| 7D | -10.0% | +0.5% | -10.5% | -10.2% |
| 30D | -37.2% | +9.1% | -46.3% | -38.5% |
| 3M | -30.1% | -3.8% | -26.3% | -30.1% |
| 6M | -31.9% | -3.4% | -28.5% | -32.3% |
| YTD | +23.2% | -10.6% | +33.8% | +24.0% |
| 1Y | +26.4% | -4.4% | +30.8% | +25.0% |
| 3Y | +186.2% | -24.4% | +210.5% | +193.6% |
| 5Y | +187.0% | +2.1% | +185.0% | +164.5% |
| All | +451.3% | -49.3% | +500.6% | +453.0% |
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