+183.6%
MTSI vs TRGP
+415.2%
-231.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.7% | +13.5% | +12.0% |
| 7D | -10.0% | -16.0% | +6.0% | -2.5% |
| 30D | -37.2% | -6.4% | -30.7% | -35.1% |
| 3M | -30.1% | -1.0% | -29.1% | -30.1% |
| 6M | -31.9% | +7.0% | -38.9% | -34.6% |
| YTD | +23.2% | +46.1% | -22.9% | +1.0% |
| 1Y | +26.4% | +58.7% | -32.3% | -0.8% |
| 3Y | +186.2% | +221.9% | -35.7% | +64.4% |
| All | +183.6% | +415.2% | -231.6% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling