+539.5%
MTSI vs TRU
+138.6%
+400.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +3.5% |
| 7D | +4.9% | -7.2% | +12.1% | +8.3% |
| 30D | -11.6% | -2.8% | -8.8% | -11.1% |
| 3M | -24.1% | +13.0% | -37.1% | -31.0% |
| 6M | +32.4% | +0.7% | +31.7% | +26.0% |
| YTD | +60.4% | -9.0% | +69.4% | +57.9% |
| 1Y | +111.0% | -16.3% | +127.3% | +114.5% |
| 3Y | +246.1% | -1.1% | +247.2% | +202.0% |
| 5Y | +340.3% | -36.0% | +376.3% | +398.9% |
| 10Y | +539.5% | +139.9% | +399.6% | +266.6% |
| All | +539.5% | +138.6% | +400.9% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling