+11,706.5%
MU vs MTSI
+1,308.1%
+10,398.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +4.5% |
| 7D | +9.0% | +1.4% | +7.6% | +8.3% |
| 30D | +13.8% | +2.1% | +11.7% | +11.6% |
| 3M | +2.1% | -29.7% | +31.8% | +21.2% |
| 6M | +153.8% | +12.5% | +141.3% | +145.2% |
| YTD | +256.4% | +57.0% | +199.4% | +198.8% |
| 1Y | +719.8% | +103.9% | +615.8% | +516.3% |
| 3Y | +1,360.4% | +223.6% | +1,136.8% | +818.8% |
| 5Y | +1,312.4% | +321.6% | +990.9% | +701.5% |
| 10Y | +6,142.6% | +517.7% | +5,624.9% | +2,478.7% |
| All | +11,706.5% | +1,308.1% | +10,398.3% | +3,643.0% |
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 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