+1,583.0%
MTSI vs USFR
+27.5%
+1,555.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.1% | +0.3% | +1.8% | +1.8% |
| 3M | -29.7% | +1.0% | -30.7% | -30.5% |
| 6M | +12.5% | +1.9% | +10.6% | +10.2% |
| YTD | +57.0% | +2.6% | +54.4% | +52.6% |
| 1Y | +103.9% | +4.0% | +99.9% | +95.2% |
| 3Y | +223.6% | +14.1% | +209.5% | +179.0% |
| 5Y | +321.6% | +20.4% | +301.1% | +241.4% |
| 10Y | +517.7% | +28.0% | +489.7% | +374.1% |
| All | +1,583.0% | +27.5% | +1,555.5% | +1,190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling