+320.4%
MTSI vs USFR
+20.4%
+300.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.6% |
| 30D | +2.1% | +0.3% | +1.8% | +3.4% |
| 3M | -29.7% | +1.0% | -30.7% | -26.9% |
| 6M | +12.5% | +1.9% | +10.6% | +20.0% |
| YTD | +57.0% | +2.6% | +54.4% | +69.5% |
| 1Y | +103.9% | +4.0% | +99.9% | +125.7% |
| 3Y | +223.6% | +14.1% | +209.5% | +342.4% |
| All | +320.4% | +20.4% | +300.0% | +620.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling