+219.0%
MTSI vs UL
+34.1%
+184.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.4% | +9.8% |
| 7D | +7.2% | -1.7% | +8.9% | +6.5% |
| 30D | -18.4% | +4.5% | -22.9% | -16.0% |
| 3M | -16.7% | +5.5% | -22.2% | -13.4% |
| 6M | -31.7% | +17.0% | -48.7% | -26.7% |
| YTD | +45.9% | +3.2% | +42.7% | +54.2% |
| 1Y | +47.0% | -1.9% | +48.9% | +53.8% |
| All | +219.0% | +34.1% | +184.9% | +245.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling