-11.5%
MTZ vs MTSI
+38.8%
-50.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.8% | -1.3% | +5.0% |
| 7D | -6.4% | -10.0% | +3.6% | -3.2% |
| 30D | -22.1% | -37.2% | +15.1% | -6.5% |
| 3M | -32.7% | -30.1% | -2.6% | -23.6% |
| 6M | -59.8% | -31.9% | -27.9% | -54.7% |
| YTD | -19.9% | +23.2% | -43.1% | -32.6% |
| 1Y | -11.5% | +26.4% | -37.9% | -26.4% |
| All | -11.5% | +38.8% | -50.3% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling