+146.5%
ASX vs MTSI
+59.5%
+87.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.3% |
| 7D | -14.6% | -10.7% | -3.9% | -8.6% |
| 30D | -21.1% | -29.0% | +7.9% | -4.1% |
| 3M | -3.1% | -14.7% | +11.6% | +3.8% |
| 6M | +17.4% | -20.1% | +37.5% | +36.9% |
| YTD | +135.3% | +36.1% | +99.2% | +128.5% |
| 1Y | +146.5% | +61.7% | +84.8% | +130.7% |
| All | +146.5% | +59.5% | +87.0% | +130.7% |
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 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