+6,028.8%
MU vs MTSI
+514.0%
+5,514.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +4.4% |
| 7D | +9.0% | +1.4% | +7.6% | +8.3% |
| 30D | +13.8% | +2.1% | +11.7% | +11.3% |
| 3M | +2.1% | -29.7% | +31.8% | +23.1% |
| 6M | +153.8% | +12.5% | +141.3% | +143.9% |
| YTD | +256.4% | +57.0% | +199.4% | +192.8% |
| 1Y | +719.8% | +103.9% | +615.8% | +496.9% |
| 3Y | +1,360.4% | +223.6% | +1,136.8% | +771.9% |
| 5Y | +1,312.4% | +321.6% | +990.9% | +651.5% |
| All | +6,028.8% | +514.0% | +5,514.8% | +2,120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling