+233.8%
MTSI vs UL
+31.2%
+202.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.4% | +10.2% |
| 7D | +7.2% | -1.7% | +8.9% | +7.0% |
| 30D | -18.4% | +4.5% | -22.9% | -18.2% |
| 3M | -16.7% | +5.5% | -22.2% | -16.4% |
| 6M | -31.7% | +17.0% | -48.7% | -32.3% |
| YTD | +45.9% | +3.2% | +42.7% | +47.2% |
| 1Y | +47.0% | -1.9% | +48.9% | +49.4% |
| 3Y | +224.1% | +33.6% | +190.5% | +195.3% |
| All | +233.8% | +31.2% | +202.6% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling