+43.8%
MTSI vs URA
-29.1%
+72.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +1.0% |
| 7D | +29.1% | +4.5% | +24.7% | +25.8% |
| 30D | -20.4% | -13.4% | -7.0% | -11.8% |
| 3M | -20.9% | -28.4% | +7.5% | -2.4% |
| 6M | -32.3% | -40.5% | +8.2% | -10.1% |
| YTD | +43.5% | -24.3% | +67.8% | +59.3% |
| 1Y | +43.8% | -28.8% | +72.6% | +67.5% |
| All | +43.8% | -29.1% | +72.9% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling