+822.0%
MU vs MTSI
+153.3%
+668.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -18.4% | +0.9% | -4.4% |
| 7D | -29.7% | -24.6% | -5.2% | -14.0% |
| 30D | -37.2% | -45.7% | +8.5% | -4.6% |
| 3M | -26.5% | -27.7% | +1.2% | -12.6% |
| 6M | +2.6% | -37.3% | +39.9% | +40.0% |
| YTD | +130.1% | +11.1% | +119.0% | +107.1% |
| 1Y | +176.7% | +27.2% | +149.5% | +125.3% |
| 3Y | +813.1% | +153.7% | +659.4% | +345.5% |
| 5Y | +822.0% | +159.0% | +663.0% | +315.0% |
| All | +822.0% | +153.3% | +668.6% | +315.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling