+697.8%
MTZ vs MTSI
+514.0%
+183.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.3% | +0.9% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | -11.1% | +2.1% | -13.2% | -12.3% |
| 3M | -36.7% | -29.7% | -7.0% | -29.3% |
| 6M | -21.9% | +12.5% | -34.5% | -26.0% |
| YTD | +9.1% | +57.0% | -47.9% | -7.7% |
| 1Y | +30.0% | +103.9% | -74.0% | +0.6% |
| 3Y | +138.5% | +223.6% | -85.1% | +60.4% |
| 5Y | +158.3% | +321.6% | -163.2% | +58.8% |
| All | +697.8% | +514.0% | +183.8% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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