+926.7%
MTSI vs TRGP
+1,019.8%
-93.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.7% | +13.5% | +11.6% |
| 7D | -10.0% | -16.0% | +6.0% | -5.5% |
| 30D | -37.2% | -6.4% | -30.7% | -36.0% |
| 3M | -30.1% | -1.0% | -29.1% | -30.1% |
| 6M | -31.9% | +7.0% | -38.9% | -33.4% |
| YTD | +23.2% | +46.1% | -22.9% | +10.4% |
| 1Y | +26.4% | +58.7% | -32.3% | +10.6% |
| 3Y | +186.2% | +221.9% | -35.7% | +109.3% |
| 5Y | +187.0% | +419.9% | -232.8% | +84.8% |
| 10Y | +460.4% | +769.8% | -309.4% | +172.5% |
| All | +926.7% | +1,019.8% | -93.1% | +253.4% |
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