+451.3%
MTSI vs URA
+278.3%
+173.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.4% | +6.4% | +8.5% |
| 7D | -10.0% | -4.1% | -5.9% | -7.3% |
| 30D | -37.2% | -19.0% | -18.2% | -29.0% |
| 3M | -30.1% | -25.1% | -4.9% | -17.8% |
| 6M | -31.9% | -44.5% | +12.6% | -7.0% |
| YTD | +23.2% | -24.3% | +47.5% | +40.6% |
| 1Y | +26.4% | -28.1% | +54.5% | +48.2% |
| 3Y | +186.2% | +40.7% | +145.5% | +123.3% |
| 5Y | +187.0% | +35.5% | +151.6% | +115.5% |
| All | +451.3% | +278.3% | +173.0% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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