+301.4%
MTSI vs TLN
+733.8%
-432.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.6% |
| 7D | +29.1% | +22.3% | +6.8% | +18.0% |
| 30D | -20.4% | +1.2% | -21.6% | -20.3% |
| 3M | -20.9% | +5.9% | -26.8% | -22.4% |
| 6M | -32.3% | +3.2% | -35.5% | -32.9% |
| YTD | +43.5% | +3.2% | +40.3% | +38.7% |
| 1Y | +43.8% | +5.2% | +38.6% | +37.6% |
| 3Y | +218.8% | +606.3% | -387.5% | +49.6% |
| All | +301.4% | +733.8% | -432.4% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling