+210.1%
MTSI vs Z
-55.0%
+265.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +8.1% |
| 7D | +3.5% | -5.2% | +8.7% | +5.1% |
| 30D | -30.3% | +5.7% | -36.0% | -31.9% |
| 3M | -26.0% | -8.7% | -17.3% | -25.9% |
| 6M | -36.1% | -26.0% | -10.1% | -32.8% |
| YTD | +34.3% | -55.0% | +89.3% | +63.3% |
| 1Y | +35.3% | -58.0% | +93.3% | +68.1% |
| 3Y | +217.6% | -15.2% | +232.8% | +193.7% |
| 5Y | +210.1% | -53.8% | +263.9% | +222.8% |
| All | +210.1% | -55.0% | +265.1% | +222.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling