+299.3%
MTSI vs TPG
+78.6%
+220.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +8.0% | +5.9% |
| 7D | +11.1% | -6.5% | +17.6% | +14.4% |
| 30D | -3.7% | +0.1% | -3.8% | -4.6% |
| 3M | -20.2% | +14.5% | -34.8% | -26.1% |
| 6M | +30.8% | +17.3% | +13.5% | +18.4% |
| YTD | +67.0% | -20.5% | +87.6% | +81.0% |
| 1Y | +120.4% | -13.2% | +133.7% | +126.6% |
| 3Y | +260.4% | +87.7% | +172.7% | +146.4% |
| All | +299.3% | +78.6% | +220.7% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling