+1,208.8%
MTSI vs UUUU
-3.5%
+1,212.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.3% |
| 7D | +1.4% | -1.4% | +2.8% | +1.6% |
| 30D | +2.1% | +16.3% | -14.2% | -0.8% |
| 3M | -29.7% | -16.7% | -13.0% | -27.5% |
| 6M | +12.5% | -33.7% | +46.2% | +19.7% |
| YTD | +57.0% | -0.5% | +57.5% | +53.0% |
| 1Y | +103.9% | +28.9% | +75.1% | +84.8% |
| 3Y | +223.6% | +99.9% | +123.7% | +156.0% |
| 5Y | +321.6% | +135.3% | +186.3% | +206.8% |
| 10Y | +517.7% | +518.4% | -0.7% | +237.2% |
| All | +1,208.8% | -3.5% | +1,212.3% | +658.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling