+2.6%
MU vs MTSI
-35.1%
+37.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -18.4% | +0.9% | -3.5% |
| 7D | -29.7% | -24.6% | -5.2% | -12.9% |
| 30D | -37.2% | -45.7% | +8.5% | -1.6% |
| 3M | -26.5% | -27.7% | +1.2% | -15.1% |
| 6M | +2.6% | -37.3% | +39.9% | +63.0% |
| All | +2.6% | -35.1% | +37.6% | +63.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling