+111.0%
MTSI vs TRI
-41.0%
+152.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | -0.3% |
| 7D | +4.9% | -7.1% | +12.0% | +2.2% |
| 30D | -11.6% | -2.3% | -9.3% | -11.6% |
| 3M | -24.1% | +19.6% | -43.6% | -16.5% |
| 6M | +32.4% | -8.7% | +41.1% | +41.5% |
| YTD | +60.4% | -22.3% | +82.7% | +66.2% |
| 1Y | +111.0% | -40.7% | +151.6% | +116.0% |
| All | +111.0% | -41.0% | +152.0% | +116.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling