+26.4%
MTSI vs TLN
-13.3%
+39.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.1% | +3.7% | +6.8% |
| 7D | -10.0% | -1.3% | -8.7% | -9.2% |
| 30D | -37.2% | -10.5% | -26.7% | -32.9% |
| 3M | -30.1% | +0.1% | -30.2% | -29.3% |
| 6M | -31.9% | -17.4% | -14.5% | -26.3% |
| YTD | +23.2% | -9.7% | +32.8% | +23.9% |
| 1Y | +26.4% | -12.3% | +38.6% | +30.2% |
| All | +26.4% | -13.3% | +39.7% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling