+1,208.8%
MTSI vs TRGP
+1,122.6%
+86.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +2.1% | +11.5% | -9.4% | -1.2% |
| 3M | -29.7% | +9.0% | -38.7% | -31.7% |
| 6M | +12.5% | +20.5% | -8.0% | +6.1% |
| YTD | +57.0% | +59.5% | -2.5% | +37.2% |
| 1Y | +103.9% | +77.9% | +26.0% | +72.8% |
| 3Y | +223.6% | +253.6% | -30.0% | +130.0% |
| 5Y | +321.6% | +615.5% | -293.9% | +150.4% |
| 10Y | +517.7% | +897.1% | -379.4% | +189.6% |
| All | +1,208.8% | +1,122.6% | +86.2% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling