+861.6%
ASX vs MTSI
+514.0%
+347.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -1.0% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | +2.0% | +2.1% | -0.1% | +0.7% |
| 3M | -1.3% | -29.7% | +28.4% | +11.8% |
| 6M | +71.4% | +12.5% | +58.9% | +66.0% |
| YTD | +135.3% | +57.0% | +78.3% | +104.6% |
| 1Y | +267.5% | +103.9% | +163.6% | +192.5% |
| 3Y | +388.5% | +223.6% | +164.9% | +237.1% |
| 5Y | +417.1% | +321.6% | +95.5% | +230.1% |
| All | +861.6% | +514.0% | +347.5% | +414.8% |
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