+320.4%
MTSI vs THC
+250.3%
+70.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +1.4% | -0.7% | +2.0% | +1.5% |
| 30D | +2.1% | +1.3% | +0.8% | +1.6% |
| 3M | -29.7% | +64.2% | -94.0% | -38.9% |
| 6M | +12.5% | +8.3% | +4.3% | +9.2% |
| YTD | +57.0% | +33.4% | +23.6% | +42.9% |
| 1Y | +103.9% | +37.7% | +66.2% | +82.7% |
| 3Y | +223.6% | +236.8% | -13.2% | +112.4% |
| All | +320.4% | +250.3% | +70.0% | +164.3% |
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