+158.2%
MTSI vs TAP
-20.1%
+178.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.1% | -16.2% | -18.9% |
| 7D | -24.6% | +7.7% | -32.3% | -23.0% |
| 30D | -45.7% | +14.4% | -60.1% | -43.8% |
| 3M | -27.7% | +2.0% | -29.8% | -26.3% |
| 6M | -37.3% | +2.5% | -39.8% | -35.6% |
| YTD | +11.1% | -6.4% | +17.6% | +13.6% |
| 1Y | +27.2% | -2.3% | +29.5% | +30.4% |
| All | +158.2% | -20.1% | +178.2% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling