+103.9%
MTSI vs Z
-58.8%
+162.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.0% |
| 7D | +1.4% | -3.0% | +4.4% | +0.8% |
| 30D | +2.1% | -4.2% | +6.3% | +2.0% |
| 3M | -29.7% | -3.7% | -26.0% | -28.4% |
| 6M | +12.5% | -24.5% | +37.0% | +14.5% |
| YTD | +57.0% | -49.3% | +106.3% | +62.8% |
| 1Y | +103.9% | -58.7% | +162.6% | +107.6% |
| All | +103.9% | -58.8% | +162.7% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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