+103.9%
MTSI vs UL
-8.6%
+112.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.4% |
| 7D | +1.4% | -1.3% | +2.7% | +0.7% |
| 30D | +2.1% | +0.5% | +1.6% | +2.9% |
| 3M | -29.7% | +17.6% | -47.3% | -25.6% |
| 6M | +12.5% | -5.4% | +17.9% | +17.8% |
| YTD | +57.0% | +0.7% | +56.3% | +67.1% |
| 1Y | +103.9% | -9.3% | +113.2% | +130.8% |
| All | +103.9% | -8.6% | +112.6% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling