+320.4%
MTSI vs TRU
-33.8%
+354.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.9% | +9.4% | +5.5% |
| 7D | +1.4% | -6.8% | +8.1% | +3.7% |
| 30D | +2.1% | 0.0% | +2.0% | +1.4% |
| 3M | -29.7% | +13.3% | -43.0% | -34.8% |
| 6M | +12.5% | +3.4% | +9.1% | +7.6% |
| YTD | +57.0% | -6.4% | +63.4% | +54.5% |
| 1Y | +103.9% | -9.7% | +113.6% | +101.7% |
| 3Y | +223.6% | +0.1% | +223.4% | +197.2% |
| All | +320.4% | -33.8% | +354.1% | +418.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling