+502.4%
MTSI vs Z
-19.3%
+521.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.9% |
| 7D | +29.1% | -4.9% | +34.0% | +31.2% |
| 30D | -20.4% | +3.0% | -23.4% | -22.3% |
| 3M | -20.9% | -13.4% | -7.5% | -19.6% |
| 6M | -32.3% | -27.3% | -4.9% | -28.3% |
| YTD | +43.5% | -57.8% | +101.3% | +79.7% |
| 1Y | +43.8% | -60.0% | +103.8% | +83.4% |
| 3Y | +218.8% | -21.5% | +240.3% | +200.2% |
| 5Y | +228.3% | -55.0% | +283.3% | +253.1% |
| All | +502.4% | -19.3% | +521.6% | +311.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling