-31.9%
MTSI vs TRI
+21.4%
-53.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.7% | +15.5% | +7.5% |
| 7D | -10.0% | -4.8% | -5.2% | -12.1% |
| 30D | -37.2% | +13.4% | -50.6% | -30.3% |
| 3M | -30.1% | +13.1% | -43.2% | -20.6% |
| 6M | -31.9% | +24.4% | -56.3% | -9.8% |
| All | -31.9% | +21.4% | -53.3% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling