+196.3%
MTSI vs Z
-18.1%
+214.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.0% | -6.1% |
| 7D | +10.0% | +0.8% | +9.1% | +9.9% |
| 30D | -20.3% | +5.2% | -25.5% | -21.3% |
| 3M | -24.4% | -17.0% | -7.4% | -22.7% |
| 6M | -39.2% | -22.7% | -16.5% | -37.1% |
| YTD | +35.5% | -56.3% | +91.8% | +63.9% |
| 1Y | +43.0% | -57.7% | +100.7% | +74.5% |
| 3Y | +196.3% | -16.5% | +212.8% | +199.1% |
| All | +196.3% | -18.1% | +214.4% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling