+451.3%
MTSI vs UL
+96.4%
+354.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.5% | +13.4% | +11.3% |
| 7D | -10.0% | +1.1% | -11.1% | -10.4% |
| 30D | -37.2% | +8.2% | -45.4% | -38.7% |
| 3M | -30.1% | +4.5% | -34.6% | -31.4% |
| 6M | -31.9% | +12.6% | -44.5% | -35.3% |
| YTD | +23.2% | +3.5% | +19.7% | +20.0% |
| 1Y | +26.4% | -0.4% | +26.8% | +24.4% |
| 3Y | +186.2% | +36.0% | +150.2% | +140.8% |
| 5Y | +187.0% | +30.9% | +156.1% | +140.8% |
| All | +451.3% | +96.4% | +354.9% | +332.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling