+267.5%
ASX vs MTSI
+105.1%
+162.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -1.9% |
| 7D | -0.7% | +1.4% | -2.1% | -1.6% |
| 30D | +2.0% | +2.1% | -0.1% | -0.7% |
| 3M | -1.3% | -29.7% | +28.4% | +20.0% |
| 6M | +71.4% | +12.5% | +58.9% | +68.1% |
| YTD | +135.3% | +57.0% | +78.3% | +103.3% |
| 1Y | +267.5% | +103.9% | +163.6% | +178.3% |
| All | +267.5% | +105.1% | +162.4% | +178.3% |
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