+746.3%
MTZ vs MTSI
+896.6%
-150.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -18.4% | +13.2% | +0.5% |
| 7D | -10.6% | -24.6% | +14.0% | -3.2% |
| 30D | -30.4% | -45.7% | +15.3% | -16.9% |
| 3M | -40.4% | -27.7% | -12.7% | -35.6% |
| 6M | -63.7% | -37.3% | -26.4% | -59.2% |
| YTD | -26.9% | +11.1% | -38.0% | -31.3% |
| 1Y | -20.2% | +27.2% | -47.3% | -28.1% |
| 3Y | +208.1% | +153.7% | +54.5% | +128.8% |
| 5Y | +69.4% | +159.0% | -89.6% | +22.8% |
| 10Y | +440.6% | +405.6% | +35.0% | +185.9% |
| All | +746.3% | +896.6% | -150.3% | +290.9% |
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