+697.2%
ASX vs MTSI
+395.1%
+302.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -18.4% | -2.4% | -14.0% |
| 7D | -33.3% | -24.6% | -8.7% | -25.4% |
| 30D | -36.5% | -45.7% | +9.2% | -20.2% |
| 3M | -19.2% | -27.7% | +8.6% | -9.0% |
| 6M | -10.2% | -37.3% | +27.1% | +7.4% |
| YTD | +86.5% | +11.1% | +75.3% | +84.9% |
| 1Y | +89.6% | +27.2% | +62.5% | +79.3% |
| 3Y | +298.6% | +153.7% | +144.9% | +205.1% |
| 5Y | +414.3% | +159.0% | +255.3% | +285.4% |
| All | +697.2% | +395.1% | +302.1% | +380.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling