+471.4%
MTSI vs TRU
+172.9%
+298.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.0% |
| 7D | +3.5% | +4.9% | -1.4% | +1.2% |
| 30D | -30.3% | +26.9% | -57.2% | -38.7% |
| 3M | -26.0% | +4.0% | -30.0% | -29.7% |
| 6M | -36.1% | +15.8% | -51.9% | -44.3% |
| YTD | +34.3% | -2.6% | +36.9% | +24.9% |
| 1Y | +35.3% | +3.9% | +31.4% | +20.9% |
| 3Y | +217.6% | +59.2% | +158.4% | +112.3% |
| 5Y | +210.1% | -25.7% | +235.8% | +215.3% |
| 10Y | +471.4% | +179.3% | +292.1% | +205.4% |
| All | +471.4% | +172.9% | +298.5% | +205.4% |
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