+539.5%
MTSI vs USFR
+28.1%
+511.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.7% |
| 30D | -11.6% | +0.3% | -11.9% | -12.5% |
| 3M | -24.1% | +1.0% | -25.0% | -26.4% |
| 6M | +32.4% | +1.9% | +30.5% | +24.3% |
| YTD | +60.4% | +2.7% | +57.8% | +46.9% |
| 1Y | +111.0% | +4.0% | +107.0% | +84.4% |
| 3Y | +246.1% | +14.0% | +232.1% | +117.8% |
| 5Y | +340.3% | +20.4% | +319.9% | +123.7% |
| 10Y | +539.5% | +28.1% | +511.5% | +152.1% |
| All | +539.5% | +28.1% | +511.5% | +152.1% |
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