+46.2%
MTSI vs TNA
+30.1%
+16.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.7% | +7.7% | +8.6% |
| 7D | +7.2% | -2.1% | +9.3% | +9.6% |
| 30D | -18.4% | +3.1% | -21.5% | -19.2% |
| 3M | -16.7% | -20.2% | +3.5% | -4.7% |
| 6M | -31.7% | -10.0% | -21.7% | -26.3% |
| YTD | +45.9% | +30.3% | +15.5% | +28.6% |
| All | +46.2% | +30.1% | +16.1% | +28.7% |
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