+111.0%
MTSI vs UL
-8.6%
+119.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +1.6% |
| 7D | +4.9% | -1.3% | +6.2% | +4.2% |
| 30D | -11.6% | +0.9% | -12.5% | -10.8% |
| 3M | -24.1% | +14.2% | -38.3% | -20.2% |
| 6M | +32.4% | -3.2% | +35.6% | +38.1% |
| YTD | +60.4% | -0.3% | +60.8% | +69.9% |
| 1Y | +111.0% | -8.8% | +119.7% | +131.8% |
| All | +111.0% | -8.6% | +119.6% | +131.8% |
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