+808.8%
MU vs MTSI
+153.8%
+655.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -18.4% | +0.9% | -4.1% |
| 7D | -29.7% | -24.6% | -5.2% | -13.7% |
| 30D | -37.2% | -45.7% | +8.5% | -3.7% |
| 3M | -26.5% | -27.7% | +1.2% | -12.6% |
| 6M | +2.6% | -37.3% | +39.9% | +41.2% |
| YTD | +130.1% | +11.1% | +119.0% | +106.5% |
| 1Y | +176.7% | +27.2% | +149.5% | +123.5% |
| All | +808.8% | +153.8% | +655.0% | +332.1% |
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 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