+61.7%
MTSI vs UUUU
-55.1%
+116.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -10.7% | -14.4% | +3.8% | -6.0% |
| 30D | -29.0% | -33.6% | +4.7% | -19.2% |
| 3M | -14.7% | -44.2% | +29.5% | +1.8% |
| 6M | -20.1% | -66.8% | +46.7% | +5.2% |
| YTD | +36.1% | -50.6% | +86.7% | +59.9% |
| 1Y | +61.7% | -57.8% | +119.5% | +96.3% |
| All | +61.7% | -55.1% | +116.9% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling