+477.8%
MTSI vs TNA
+53.9%
+423.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -0.6% |
| 7D | -3.8% | -0.5% | -3.3% | -2.9% |
| 30D | -31.4% | -0.7% | -30.7% | -30.8% |
| 3M | -23.8% | -21.5% | -2.3% | -15.1% |
| 6M | -37.1% | -11.2% | -25.8% | -33.2% |
| YTD | +32.2% | +27.0% | +5.3% | +19.2% |
| 1Y | +26.9% | +28.0% | -1.1% | +13.6% |
| 3Y | +193.7% | +142.9% | +50.8% | +77.9% |
| 5Y | +218.0% | -42.6% | +260.6% | +210.6% |
| 10Y | +477.8% | +53.3% | +424.5% | +186.6% |
| All | +477.8% | +53.9% | +423.9% | +186.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling