+219.0%
MTSI vs USFR
+14.3%
+204.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.3% | +10.3% |
| 7D | +7.2% | +0.1% | +7.1% | +7.8% |
| 30D | -18.4% | +0.4% | -18.8% | -16.2% |
| 3M | -16.7% | +1.1% | -17.8% | -10.4% |
| 6M | -31.7% | +2.1% | -33.8% | -22.4% |
| YTD | +45.9% | +3.4% | +42.4% | +66.2% |
| 1Y | +47.0% | +4.1% | +42.9% | +65.4% |
| All | +219.0% | +14.3% | +204.6% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling