+1,315.7%
MU vs MTSI
+320.9%
+994.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +3.6% |
| 7D | +9.0% | +1.4% | +7.6% | +7.9% |
| 30D | +13.8% | +2.1% | +11.7% | +9.5% |
| 3M | +2.1% | -29.7% | +31.8% | +33.0% |
| 6M | +153.8% | +12.5% | +141.3% | +135.1% |
| YTD | +256.4% | +57.0% | +199.4% | +160.0% |
| 1Y | +719.8% | +103.9% | +615.8% | +394.4% |
| 3Y | +1,360.4% | +223.6% | +1,136.8% | +518.4% |
| All | +1,315.7% | +320.9% | +994.8% | +374.2% |
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