+340.3%
MTSI vs UUUU
+118.2%
+222.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.9% |
| 7D | +4.9% | +2.8% | +2.1% | +4.2% |
| 30D | -11.6% | +3.4% | -15.0% | -12.5% |
| 3M | -24.1% | -3.9% | -20.2% | -23.6% |
| 6M | +32.4% | -23.2% | +55.6% | +37.6% |
| YTD | +60.4% | +0.6% | +59.9% | +54.6% |
| 1Y | +111.0% | +22.9% | +88.1% | +87.1% |
| 3Y | +246.1% | +98.6% | +147.5% | +151.9% |
| 5Y | +340.3% | +130.2% | +210.1% | +196.9% |
| All | +340.3% | +118.2% | +222.1% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling