+451.3%
MTSI vs Z
-14.9%
+466.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.4% | +13.3% | +11.6% |
| 7D | -10.0% | -4.6% | -5.4% | -8.6% |
| 30D | -37.2% | +8.3% | -45.5% | -39.8% |
| 3M | -30.1% | -11.6% | -18.4% | -29.4% |
| 6M | -31.9% | -33.6% | +1.7% | -25.7% |
| YTD | +23.2% | -56.7% | +79.9% | +53.0% |
| 1Y | +26.4% | -59.1% | +85.5% | +59.9% |
| 3Y | +186.2% | -20.4% | +206.5% | +168.1% |
| 5Y | +187.0% | -55.3% | +242.3% | +209.7% |
| All | +451.3% | -14.9% | +466.2% | +268.4% |
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