+269.9%
MTSI vs TLN
+678.8%
-408.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -3.8% | +1.1% | -4.9% | -4.1% |
| 30D | -31.4% | -4.6% | -26.8% | -29.4% |
| 3M | -23.8% | +5.2% | -29.0% | -24.7% |
| 6M | -37.1% | -6.5% | -30.5% | -35.0% |
| YTD | +32.2% | -3.6% | +35.9% | +31.8% |
| 1Y | +26.9% | -8.2% | +35.2% | +28.8% |
| 3Y | +193.7% | +559.7% | -365.9% | +42.2% |
| All | +269.9% | +678.8% | -408.9% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling