+247.7%
MTSI vs TPG
+94.1%
+153.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.7% |
| 7D | +4.9% | -2.9% | +7.7% | +6.2% |
| 30D | -11.6% | +5.0% | -16.6% | -14.3% |
| 3M | -24.1% | +24.9% | -49.0% | -32.4% |
| 6M | +32.4% | +21.1% | +11.3% | +18.3% |
| YTD | +60.4% | -17.3% | +77.7% | +72.8% |
| 1Y | +111.0% | -9.8% | +120.8% | +114.1% |
| All | +247.7% | +94.1% | +153.6% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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