+265.1%
MU vs MTSI
+59.5%
+205.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -6.0% | -6.3% |
| 7D | -19.1% | -10.7% | -8.5% | -12.6% |
| 30D | -25.2% | -29.0% | +3.7% | -7.0% |
| 3M | -10.9% | -14.7% | +3.8% | -6.8% |
| 6M | +38.0% | -20.1% | +58.1% | +64.9% |
| YTD | +178.8% | +36.1% | +142.7% | +144.5% |
| 1Y | +265.1% | +61.7% | +203.4% | +181.5% |
| All | +265.1% | +59.5% | +205.6% | +181.5% |
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