+189.8%
MU vs MTSI
+38.8%
+151.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.8% | -5.7% | -2.7% |
| 7D | -22.0% | -10.0% | -12.0% | -15.8% |
| 30D | -36.6% | -37.2% | +0.6% | -12.6% |
| 3M | -21.7% | -30.1% | +8.3% | -3.1% |
| 6M | +3.5% | -31.9% | +35.4% | +38.1% |
| YTD | +141.9% | +23.2% | +118.8% | +117.7% |
| 1Y | +189.8% | +26.4% | +163.4% | +153.3% |
| All | +189.8% | +38.8% | +151.0% | +153.3% |
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