+158.2%
MTSI vs Z
-19.1%
+177.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -10.6% | -7.7% | -16.9% |
| 7D | -24.6% | -2.3% | -22.3% | -24.1% |
| 30D | -45.7% | +9.4% | -55.1% | -46.7% |
| 3M | -27.7% | -16.1% | -11.7% | -26.4% |
| 6M | -37.3% | -30.4% | -6.9% | -33.2% |
| YTD | +11.1% | -55.6% | +66.7% | +34.2% |
| 1Y | +27.2% | -58.5% | +85.7% | +56.8% |
| All | +158.2% | -19.1% | +177.2% | +159.5% |
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