+4,271.9%
MU vs MTSI
+512.4%
+3,759.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.0% | -2.8% | +1.7% |
| 7D | -12.0% | +3.5% | -15.6% | -13.4% |
| 30D | -28.7% | -30.3% | +1.6% | -15.2% |
| 3M | -16.4% | -26.0% | +9.6% | -4.7% |
| 6M | -1.8% | -36.1% | +34.3% | +22.6% |
| YTD | +157.1% | +34.3% | +122.8% | +124.6% |
| 1Y | +208.5% | +35.3% | +173.2% | +169.3% |
| 3Y | +906.2% | +217.6% | +688.5% | +504.4% |
| 5Y | +893.4% | +210.1% | +683.3% | +492.8% |
| 10Y | +4,271.9% | +471.4% | +3,800.4% | +1,438.7% |
| All | +4,271.9% | +512.4% | +3,759.5% | +1,438.7% |
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