+2,620.0%
MUU vs MTSI
+139.1%
+2,481.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +3.5% | +8.1% | +6.5% |
| 7D | +17.4% | +1.4% | +16.0% | +15.2% |
| 30D | +24.0% | +2.1% | +21.9% | +13.0% |
| 3M | -23.9% | -29.7% | +5.8% | +47.0% |
| 6M | +284.4% | +12.5% | +271.9% | +294.2% |
| YTD | +583.7% | +57.0% | +526.7% | +345.9% |
| 1Y | +2,981.5% | +103.9% | +2,877.6% | +1,322.9% |
| All | +2,620.0% | +139.1% | +2,481.0% | +1,047.2% |
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 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