+1,208.8%
MTSI vs TRI
+433.4%
+775.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.4% | +8.9% | +5.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +2.1% | +7.9% | -5.8% | -1.7% |
| 3M | -29.7% | +24.1% | -53.8% | -38.1% |
| 6M | +12.5% | +3.8% | +8.7% | +4.7% |
| YTD | +57.0% | -16.9% | +73.9% | +63.0% |
| 1Y | +103.9% | -38.4% | +142.3% | +156.0% |
| 3Y | +223.6% | -12.2% | +235.8% | +200.8% |
| 5Y | +321.6% | -1.8% | +323.3% | +254.1% |
| 10Y | +517.7% | +207.6% | +310.1% | +132.8% |
| All | +1,208.8% | +433.4% | +775.4% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling