+826.3%
MTSI vs TAP
+42.7%
+783.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.1% | -16.2% | -18.0% |
| 7D | -24.6% | +7.7% | -32.3% | -25.7% |
| 30D | -45.7% | +14.4% | -60.1% | -47.4% |
| 3M | -27.7% | +2.0% | -29.8% | -28.6% |
| 6M | -37.3% | +2.5% | -39.8% | -38.4% |
| YTD | +11.1% | -6.4% | +17.6% | +11.0% |
| 1Y | +27.2% | -2.3% | +29.5% | +25.3% |
| 3Y | +153.7% | -20.3% | +174.0% | +157.8% |
| 5Y | +159.0% | +6.9% | +152.1% | +137.2% |
| 10Y | +405.6% | -46.3% | +451.9% | +419.5% |
| All | +826.3% | +42.7% | +783.6% | +590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling