+871.5%
MU vs MTSI
+210.0%
+661.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | 0.0% |
| 7D | -15.2% | -3.8% | -11.4% | -12.8% |
| 30D | -29.5% | -31.4% | +1.9% | -8.9% |
| 3M | -15.8% | -23.8% | +8.0% | -1.9% |
| 6M | -2.9% | -37.1% | +34.2% | +33.0% |
| YTD | +154.2% | +32.2% | +122.0% | +100.0% |
| 1Y | +186.6% | +26.9% | +159.7% | +132.3% |
| 3Y | +871.5% | +193.7% | +677.7% | +294.0% |
| All | +871.5% | +210.0% | +661.4% | +294.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling