+186.2%
MTSI vs URA
+36.0%
+150.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.4% | +6.4% | +8.4% |
| 7D | -10.0% | -4.1% | -5.9% | -7.3% |
| 30D | -37.2% | -19.0% | -18.2% | -28.9% |
| 3M | -30.1% | -25.1% | -4.9% | -17.7% |
| 6M | -31.9% | -44.5% | +12.6% | -8.2% |
| YTD | +23.2% | -24.3% | +47.5% | +40.2% |
| 1Y | +26.4% | -28.1% | +54.5% | +47.6% |
| 3Y | +186.2% | +40.7% | +145.5% | +118.7% |
| All | +186.2% | +36.0% | +150.2% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling