+1,272.2%
MUU vs MTSI
+106.3%
+1,165.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.6% | +0.3% | +2.7% |
| 7D | +24.7% | +10.0% | +14.7% | +10.7% |
| 30D | -35.1% | -20.3% | -14.8% | -6.4% |
| 3M | -44.3% | -24.4% | -19.8% | -17.4% |
| 6M | -44.4% | -39.2% | -5.2% | +31.7% |
| YTD | +244.9% | +35.5% | +209.4% | +175.6% |
| 1Y | +365.6% | +43.0% | +322.6% | +250.7% |
| All | +1,272.2% | +106.3% | +1,165.9% | +609.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling