+492.6%
MTZ vs MTSI
+512.4%
-19.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.0% | -0.4% | +5.5% |
| 7D | -2.4% | +3.5% | -6.0% | -3.9% |
| 30D | -11.1% | -30.3% | +19.2% | -0.9% |
| 3M | -30.6% | -26.0% | -4.6% | -24.8% |
| 6M | -54.4% | -36.1% | -18.3% | -48.5% |
| YTD | -13.0% | +34.3% | -47.3% | -23.8% |
| 1Y | -5.7% | +35.3% | -41.0% | -17.5% |
| 3Y | +297.2% | +217.6% | +79.5% | +167.7% |
| 5Y | +95.9% | +210.1% | -114.2% | +29.9% |
| 10Y | +492.6% | +471.4% | +21.2% | +194.6% |
| All | +492.6% | +512.4% | -19.7% | +194.6% |
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