+183.6%
MTSI vs TRU
-26.8%
+210.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +12.9% | +11.4% |
| 7D | -10.0% | +5.7% | -15.7% | -11.7% |
| 30D | -37.2% | +29.2% | -66.4% | -43.1% |
| 3M | -30.1% | +2.7% | -32.7% | -32.2% |
| 6M | -31.9% | +15.2% | -47.1% | -38.4% |
| YTD | +23.2% | -4.9% | +28.0% | +18.7% |
| 1Y | +26.4% | +3.4% | +23.0% | +16.6% |
| 3Y | +186.2% | +63.2% | +123.0% | +109.0% |
| All | +183.6% | -26.8% | +210.4% | +233.8% |
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