+451.3%
MTSI vs USFR
+28.5%
+422.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | +0.1% | -10.1% | -10.3% |
| 30D | -37.2% | +0.4% | -37.6% | -38.0% |
| 3M | -30.1% | +1.1% | -31.1% | -32.3% |
| 6M | -31.9% | +2.1% | -34.0% | -36.2% |
| YTD | +23.2% | +3.4% | +19.8% | +10.3% |
| 1Y | +26.4% | +4.1% | +22.3% | +10.5% |
| 3Y | +186.2% | +14.4% | +171.7% | +79.1% |
| 5Y | +187.0% | +21.3% | +165.7% | +42.7% |
| All | +451.3% | +28.5% | +422.8% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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