+275.4%
MTSI vs TPG
+92.2%
+183.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +4.0% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | +2.1% | +11.1% | -9.0% | -3.5% |
| 3M | -29.7% | +26.3% | -56.0% | -37.6% |
| 6M | +12.5% | +18.3% | -5.8% | +2.0% |
| YTD | +57.0% | -14.4% | +71.5% | +64.8% |
| 1Y | +103.9% | -6.7% | +110.6% | +103.2% |
| 3Y | +223.6% | +111.5% | +112.1% | +109.4% |
| All | +275.4% | +92.2% | +183.1% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling