+1,019.2%
MTSI vs TRI
+446.6%
+572.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.8% | +12.8% | +10.0% |
| 7D | +3.5% | -11.4% | +14.9% | +6.3% |
| 30D | -30.3% | +4.9% | -35.2% | -32.8% |
| 3M | -26.0% | +7.0% | -33.1% | -30.6% |
| 6M | -36.1% | +18.2% | -54.3% | -45.1% |
| YTD | +34.3% | -14.8% | +49.1% | +34.3% |
| 1Y | +35.3% | -18.0% | +53.2% | +38.3% |
| 3Y | +217.6% | -12.0% | +229.6% | +189.9% |
| 5Y | +210.1% | -0.8% | +210.9% | +154.3% |
| 10Y | +471.4% | +220.1% | +251.3% | +105.4% |
| All | +1,019.2% | +446.6% | +572.6% | +204.7% |
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 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