-37.3%
MTSI vs URA
-44.2%
+6.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.3% | -13.1% | -13.6% |
| 7D | -24.6% | -13.3% | -11.3% | -14.0% |
| 30D | -45.7% | -25.9% | -19.8% | -29.9% |
| 3M | -27.7% | -27.8% | 0.0% | -5.4% |
| 6M | -37.3% | -42.8% | +5.5% | -9.7% |
| All | -37.3% | -44.2% | +6.9% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling