+159.0%
MTSI vs THC
+287.8%
-128.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.0% | -16.4% | -17.9% |
| 7D | -24.6% | +5.9% | -30.5% | -25.6% |
| 30D | -45.7% | +10.8% | -56.5% | -47.1% |
| 3M | -27.7% | +9.4% | -37.2% | -29.5% |
| 6M | -37.3% | +53.3% | -90.6% | -44.6% |
| YTD | +11.1% | +44.2% | -33.0% | -0.9% |
| 1Y | +27.2% | +37.3% | -10.1% | +14.6% |
| 3Y | +153.7% | +421.6% | -267.9% | +45.2% |
| 5Y | +159.0% | +279.8% | -120.8% | +57.9% |
| All | +159.0% | +287.8% | -128.8% | +57.9% |
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