+539.5%
MTSI vs TRI
+190.0%
+349.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +4.0% |
| 7D | +4.9% | -7.1% | +12.0% | +6.8% |
| 30D | -11.6% | -2.3% | -9.3% | -11.9% |
| 3M | -24.1% | +19.6% | -43.6% | -31.3% |
| 6M | +32.4% | -8.7% | +41.1% | +32.4% |
| YTD | +60.4% | -22.3% | +82.7% | +72.9% |
| 1Y | +111.0% | -40.7% | +151.6% | +169.4% |
| 3Y | +246.1% | -17.8% | +263.9% | +229.8% |
| 5Y | +340.3% | -8.5% | +348.8% | +277.0% |
| 10Y | +539.5% | +192.6% | +346.9% | +161.4% |
| All | +539.5% | +190.0% | +349.5% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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