+186.2%
MTSI vs USFR
+14.4%
+171.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +11.0% |
| 7D | -10.0% | +0.1% | -10.1% | -9.3% |
| 30D | -37.2% | +0.4% | -37.6% | -35.3% |
| 3M | -30.1% | +1.1% | -31.1% | -24.4% |
| 6M | -31.9% | +2.1% | -34.0% | -21.8% |
| YTD | +23.2% | +3.4% | +19.8% | +43.3% |
| 1Y | +26.4% | +4.1% | +22.3% | +46.1% |
| 3Y | +186.2% | +14.4% | +171.7% | +235.8% |
| All | +186.2% | +14.4% | +171.7% | +235.8% |
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 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