+7,524.4%
MU vs MTSI
+896.6%
+6,627.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -18.4% | +0.9% | -9.1% |
| 7D | -29.7% | -24.6% | -5.2% | -19.8% |
| 30D | -37.2% | -45.7% | +8.5% | -17.6% |
| 3M | -26.5% | -27.7% | +1.2% | -16.6% |
| 6M | +2.6% | -37.3% | +39.9% | +27.3% |
| YTD | +130.1% | +11.1% | +119.0% | +123.1% |
| 1Y | +176.7% | +27.2% | +149.5% | +153.4% |
| 3Y | +813.1% | +153.7% | +659.4% | +540.7% |
| 5Y | +822.0% | +159.0% | +663.0% | +535.2% |
| 10Y | +3,936.2% | +405.6% | +3,530.6% | +1,750.6% |
| All | +7,524.4% | +896.6% | +6,627.8% | +2,695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling