+826.3%
MTSI vs THC
+1,216.5%
-390.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.0% | -16.4% | -17.9% |
| 7D | -24.6% | +5.9% | -30.5% | -25.5% |
| 30D | -45.7% | +10.8% | -56.5% | -47.0% |
| 3M | -27.7% | +9.4% | -37.2% | -29.4% |
| 6M | -37.3% | +53.3% | -90.6% | -43.9% |
| YTD | +11.1% | +44.2% | -33.0% | +0.2% |
| 1Y | +27.2% | +37.3% | -10.1% | +15.7% |
| 3Y | +153.7% | +421.6% | -267.9% | +67.0% |
| 5Y | +159.0% | +279.8% | -120.8% | +76.4% |
| 10Y | +405.6% | +1,513.9% | -1,108.3% | +127.4% |
| All | +826.3% | +1,216.5% | -390.2% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling