+494.3%
MTSI vs USHY
+48.2%
+446.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.1% |
| 7D | +3.5% | +0.8% | +2.7% | +1.5% |
| 30D | -30.3% | +0.2% | -30.5% | -30.5% |
| 3M | -26.0% | -1.7% | -24.3% | -22.0% |
| 6M | -36.1% | -0.6% | -35.4% | -34.2% |
| YTD | +34.3% | +0.8% | +33.5% | +33.6% |
| 1Y | +35.3% | +2.1% | +33.2% | +30.1% |
| 3Y | +217.6% | +26.0% | +191.7% | +82.4% |
| 5Y | +210.1% | +19.2% | +190.9% | +116.2% |
| All | +494.3% | +48.2% | +446.1% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling