+539.5%
MTSI vs TRGP
+843.4%
-303.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | -11.6% | +14.6% | -26.2% | -15.5% |
| 3M | -24.1% | +11.9% | -36.0% | -27.1% |
| 6M | +32.4% | +25.3% | +7.2% | +22.5% |
| YTD | +60.4% | +61.9% | -1.4% | +37.3% |
| 1Y | +111.0% | +87.3% | +23.7% | +72.5% |
| 3Y | +246.1% | +268.0% | -21.9% | +133.7% |
| 5Y | +340.3% | +638.2% | -297.9% | +144.3% |
| 10Y | +539.5% | +821.9% | -282.4% | +192.5% |
| All | +539.5% | +843.4% | -303.9% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling