+231.9%
MTSI vs THC
+238.5%
-6.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +1.4% | -0.7% | +2.0% | +1.5% |
| 30D | +2.1% | +1.3% | +0.8% | +1.8% |
| 3M | -29.7% | +64.2% | -94.0% | -36.7% |
| 6M | +12.5% | +8.3% | +4.3% | +11.5% |
| YTD | +57.0% | +33.4% | +23.6% | +47.2% |
| 1Y | +103.9% | +37.7% | +66.2% | +88.3% |
| All | +231.9% | +238.5% | -6.6% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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