+639.3%
MTSI vs USHY
+50.4%
+588.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.7% |
| 7D | +11.1% | -0.1% | +11.2% | +11.5% |
| 30D | -3.7% | 0.0% | -3.6% | -3.6% |
| 3M | -20.2% | +0.8% | -21.1% | -21.9% |
| 6M | +30.8% | +1.9% | +28.9% | +25.0% |
| YTD | +67.0% | +2.3% | +64.8% | +58.7% |
| 1Y | +120.4% | +4.1% | +116.3% | +100.1% |
| 3Y | +260.4% | +27.8% | +232.6% | +97.8% |
| 5Y | +356.3% | +21.5% | +334.8% | +200.2% |
| All | +639.3% | +50.4% | +588.9% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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