+356.3%
MTSI vs TNA
-22.1%
+378.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.3% | +5.8% |
| 7D | +11.1% | -3.6% | +14.7% | +12.6% |
| 30D | -3.7% | -10.1% | +6.4% | +0.5% |
| 3M | -20.2% | +2.7% | -22.9% | -20.7% |
| 6M | +30.8% | +38.4% | -7.6% | +14.6% |
| YTD | +67.0% | +45.4% | +21.6% | +42.6% |
| 1Y | +120.4% | +55.9% | +64.5% | +81.1% |
| 3Y | +260.4% | +109.8% | +150.6% | +135.3% |
| 5Y | +356.3% | -22.5% | +378.8% | +289.9% |
| All | +356.3% | -22.1% | +378.4% | +289.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling