+4,407.5%
MU vs MTSI
+465.0%
+3,942.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | +0.3% |
| 7D | +12.8% | +10.0% | +2.8% | +7.7% |
| 30D | -14.9% | -20.3% | +5.5% | -4.9% |
| 3M | -18.0% | -24.4% | +6.4% | -7.4% |
| 6M | -3.1% | -39.2% | +36.1% | +23.8% |
| YTD | +172.9% | +35.5% | +137.4% | +137.7% |
| 1Y | +228.8% | +43.0% | +185.8% | +179.9% |
| 3Y | +950.8% | +196.3% | +754.6% | +550.5% |
| 5Y | +931.3% | +210.0% | +721.2% | +515.8% |
| All | +4,407.5% | +465.0% | +3,942.5% | +1,514.1% |
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