+210.1%
MTSI vs THC
+262.3%
-52.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.6% |
| 7D | +3.5% | +7.5% | -4.0% | +1.9% |
| 30D | -30.3% | +9.6% | -39.9% | -31.9% |
| 3M | -26.0% | +10.3% | -36.3% | -27.8% |
| 6M | -36.1% | +51.8% | -87.9% | -43.4% |
| YTD | +34.3% | +45.4% | -11.1% | +19.4% |
| 1Y | +35.3% | +40.8% | -5.5% | +21.1% |
| 3Y | +217.6% | +448.8% | -231.2% | +78.5% |
| 5Y | +210.1% | +263.4% | -53.3% | +90.5% |
| All | +210.1% | +262.3% | -52.2% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling