+12.5%
MTSI vs UUUU
-32.7%
+45.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.1% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | +2.1% | +16.3% | -14.2% | -5.3% |
| 3M | -29.7% | -16.7% | -13.0% | -26.8% |
| 6M | +12.5% | -33.7% | +46.2% | +23.1% |
| All | +12.5% | -32.7% | +45.2% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling