+595.0%
MTSI vs USHY
+50.7%
+544.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -0.1% | +1.5% | +1.8% |
| 30D | +2.1% | +0.1% | +2.0% | +1.8% |
| 3M | -29.7% | +0.8% | -30.6% | -31.0% |
| 6M | +12.5% | +1.7% | +10.8% | +8.3% |
| YTD | +57.0% | +2.5% | +54.5% | +48.3% |
| 1Y | +103.9% | +4.4% | +99.5% | +83.9% |
| 3Y | +223.6% | +27.4% | +196.2% | +79.0% |
| 5Y | +321.6% | +21.7% | +299.8% | +175.9% |
| All | +595.0% | +50.7% | +544.2% | +194.3% |
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