-31.9%
MTSI vs TNA
-18.6%
-13.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.1% | +8.7% |
| 7D | -10.0% | -7.0% | -3.0% | -3.7% |
| 30D | -37.2% | -6.4% | -30.7% | -33.0% |
| 3M | -30.1% | -25.7% | -4.4% | -12.2% |
| 6M | -31.9% | -19.7% | -12.2% | -17.3% |
| All | -31.9% | -18.6% | -13.4% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling