+186.2%
MTSI vs TRI
-5.2%
+191.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.7% | +15.5% | +9.5% |
| 7D | -10.0% | -4.8% | -5.2% | -10.8% |
| 30D | -37.2% | +13.4% | -50.6% | -34.8% |
| 3M | -30.1% | +13.1% | -43.2% | -26.8% |
| 6M | -31.9% | +24.4% | -56.3% | -26.1% |
| YTD | +23.2% | -11.4% | +34.6% | +41.7% |
| 1Y | +26.4% | -15.6% | +42.0% | +47.2% |
| 3Y | +186.2% | -6.5% | +192.6% | +228.7% |
| All | +186.2% | -5.2% | +191.4% | +228.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling