+61.7%
MTSI vs UL
+1.7%
+60.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | +1.5% |
| 7D | -10.7% | +4.7% | -15.3% | -7.2% |
| 30D | -29.0% | +11.6% | -40.6% | -22.8% |
| 3M | -14.7% | +5.3% | -20.0% | -9.4% |
| 6M | -20.1% | +16.0% | -36.1% | -11.6% |
| YTD | +36.1% | +5.0% | +31.1% | +53.4% |
| 1Y | +61.7% | +1.1% | +60.6% | +80.8% |
| All | +61.7% | +1.7% | +60.1% | +80.8% |
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