+719.8%
MU vs MTSI
+105.1%
+614.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +3.5% |
| 7D | +9.0% | +1.4% | +7.6% | +7.9% |
| 30D | +13.8% | +2.1% | +11.7% | +9.0% |
| 3M | +2.1% | -29.7% | +31.8% | +33.4% |
| 6M | +153.8% | +12.5% | +141.3% | +148.5% |
| YTD | +256.4% | +57.0% | +199.4% | +188.7% |
| 1Y | +719.8% | +103.9% | +615.8% | +473.4% |
| All | +719.8% | +105.1% | +614.7% | +473.4% |
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