+186.2%
MTSI vs TNA
+105.1%
+81.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.1% | +9.6% |
| 7D | -10.0% | -7.0% | -3.0% | -6.3% |
| 30D | -37.2% | -6.4% | -30.7% | -34.9% |
| 3M | -30.1% | -25.7% | -4.4% | -20.0% |
| 6M | -31.9% | -19.7% | -12.2% | -24.4% |
| YTD | +23.2% | +18.3% | +4.9% | +15.6% |
| 1Y | +26.4% | +24.6% | +1.8% | +15.8% |
| 3Y | +186.2% | +112.8% | +73.3% | +99.0% |
| All | +186.2% | +105.1% | +81.1% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling