+545.7%
MTSI vs TRU
+238.0%
+307.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.9% | +9.4% | +6.3% |
| 7D | +1.4% | -6.8% | +8.1% | +4.6% |
| 30D | +2.1% | 0.0% | +2.0% | +1.2% |
| 3M | -29.7% | +13.3% | -43.0% | -36.2% |
| 6M | +12.5% | +3.4% | +9.1% | +5.8% |
| YTD | +57.0% | -6.4% | +63.4% | +52.4% |
| 1Y | +103.9% | -9.7% | +113.6% | +98.8% |
| 3Y | +223.6% | +0.1% | +223.4% | +181.2% |
| 5Y | +321.6% | -34.0% | +355.6% | +365.2% |
| 10Y | +517.7% | +147.9% | +369.8% | +217.8% |
| All | +545.7% | +238.0% | +307.7% | +188.1% |
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