+103.9%
MTSI vs TNA
+70.0%
+33.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | +2.1% | -4.9% | +7.0% | +4.9% |
| 3M | -29.7% | +0.4% | -30.1% | -29.3% |
| 6M | +12.5% | +32.5% | -20.0% | -1.8% |
| YTD | +57.0% | +53.7% | +3.3% | +28.3% |
| 1Y | +103.9% | +65.1% | +38.8% | +63.8% |
| All | +103.9% | +70.0% | +33.9% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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