+1,019.2%
MTSI vs UUUU
-51.3%
+1,070.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.8% | -0.7% | +7.2% |
| 7D | +3.5% | -1.1% | +4.6% | +4.0% |
| 30D | -30.3% | -26.6% | -3.7% | -25.9% |
| 3M | -26.0% | -48.3% | +22.3% | -16.4% |
| 6M | -36.1% | -65.8% | +29.7% | -22.4% |
| YTD | +34.3% | -49.7% | +84.0% | +48.8% |
| 1Y | +35.3% | -53.3% | +88.6% | +51.3% |
| 3Y | +217.6% | -7.4% | +225.0% | +191.5% |
| 5Y | +210.1% | -33.4% | +243.5% | +184.2% |
| 10Y | +471.4% | +441.5% | +29.9% | +237.0% |
| All | +1,019.2% | -51.3% | +1,070.5% | +637.6% |
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