+1,163.0%
MTZ vs MTSI
+1,308.1%
-145.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.3% | +1.0% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | -11.1% | +2.1% | -13.2% | -12.1% |
| 3M | -36.7% | -29.7% | -7.0% | -29.9% |
| 6M | -21.9% | +12.5% | -34.5% | -25.6% |
| YTD | +9.1% | +57.0% | -47.9% | -6.2% |
| 1Y | +30.0% | +103.9% | -74.0% | +3.1% |
| 3Y | +138.5% | +223.6% | -85.1% | +66.2% |
| 5Y | +158.3% | +321.6% | -163.2% | +65.6% |
| 10Y | +700.8% | +517.7% | +183.1% | +299.9% |
| All | +1,163.0% | +1,308.1% | -145.1% | +433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling