+1,138.0%
MUU vs MTSI
+104.4%
+1,033.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +9.0% | +3.5% | -0.2% |
| 7D | -27.2% | +3.5% | -30.7% | -27.4% |
| 30D | -54.0% | -30.3% | -23.7% | -20.9% |
| 3M | -41.4% | -26.0% | -15.4% | -11.6% |
| 6M | -42.5% | -36.1% | -6.4% | +26.9% |
| YTD | +211.2% | +34.3% | +176.9% | +148.6% |
| 1Y | +313.4% | +35.3% | +278.1% | +234.9% |
| All | +1,138.0% | +104.4% | +1,033.6% | +539.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling