+406.6%
MTSI vs TRU
+243.5%
+163.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +12.9% | +11.7% |
| 7D | -10.0% | +5.7% | -15.7% | -12.5% |
| 30D | -37.2% | +29.2% | -66.4% | -45.5% |
| 3M | -30.1% | +2.7% | -32.7% | -33.3% |
| 6M | -31.9% | +15.2% | -47.1% | -40.7% |
| YTD | +23.2% | -4.9% | +28.0% | +15.4% |
| 1Y | +26.4% | +3.4% | +23.0% | +12.6% |
| 3Y | +186.2% | +63.2% | +123.0% | +87.9% |
| 5Y | +187.0% | -26.6% | +213.6% | +189.0% |
| 10Y | +460.4% | +172.8% | +287.6% | +166.5% |
| All | +406.6% | +243.5% | +163.1% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling