+390.7%
MUU vs MTSI
+41.9%
+348.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +10.3% | +13.8% | +9.3% |
| 7D | -2.5% | +7.2% | -9.7% | -6.3% |
| 30D | -39.7% | -18.4% | -21.3% | -15.6% |
| 3M | -27.4% | -16.7% | -10.7% | -6.6% |
| 6M | -38.4% | -31.7% | -6.7% | +27.6% |
| YTD | +276.4% | +45.9% | +230.6% | +221.4% |
| 1Y | +390.7% | +47.0% | +343.7% | +323.9% |
| All | +390.7% | +41.9% | +348.8% | +323.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling