+1,397.6%
MUU vs MTSI
+122.1%
+1,275.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +10.3% | +13.8% | +9.5% |
| 7D | -2.5% | +7.2% | -9.7% | -6.3% |
| 30D | -39.7% | -18.4% | -21.3% | -15.8% |
| 3M | -27.4% | -16.7% | -10.7% | -6.3% |
| 6M | -38.4% | -31.7% | -6.7% | +24.9% |
| YTD | +276.4% | +45.9% | +230.6% | +171.2% |
| 1Y | +390.7% | +47.0% | +343.7% | +255.6% |
| All | +1,397.6% | +122.1% | +1,275.5% | +597.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling