+1,208.8%
MTSI vs TNA
+395.2%
+813.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.2% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | +2.1% | -4.9% | +7.0% | +4.3% |
| 3M | -29.7% | +0.4% | -30.1% | -29.4% |
| 6M | +12.5% | +32.5% | -20.0% | +0.1% |
| YTD | +57.0% | +53.7% | +3.3% | +30.1% |
| 1Y | +103.9% | +65.1% | +38.8% | +62.0% |
| 3Y | +223.6% | +98.4% | +125.1% | +111.2% |
| 5Y | +321.6% | -22.5% | +344.0% | +257.2% |
| 10Y | +517.7% | +82.5% | +435.2% | +175.4% |
| All | +1,208.8% | +395.2% | +813.6% | +295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling