+183.6%
MTSI vs THC
+274.4%
-90.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.1% | +11.9% | +11.1% |
| 7D | -10.0% | +3.7% | -13.7% | -10.7% |
| 30D | -37.2% | +9.0% | -46.2% | -38.5% |
| 3M | -30.1% | +10.4% | -40.5% | -31.8% |
| 6M | -31.9% | +45.7% | -77.6% | -39.0% |
| YTD | +23.2% | +42.6% | -19.4% | +10.1% |
| 1Y | +26.4% | +38.8% | -12.4% | +13.5% |
| 3Y | +186.2% | +418.8% | -232.7% | +63.8% |
| All | +183.6% | +274.4% | -90.8% | +73.9% |
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