+89.6%
ASX vs MTSI
+31.6%
+58.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -18.4% | -2.4% | -9.0% |
| 7D | -33.3% | -24.6% | -8.7% | -19.5% |
| 30D | -36.5% | -45.7% | +9.2% | -7.6% |
| 3M | -19.2% | -27.7% | +8.6% | -3.0% |
| 6M | -10.2% | -37.3% | +27.1% | +22.4% |
| YTD | +86.5% | +11.1% | +75.3% | +108.8% |
| 1Y | +89.6% | +27.2% | +62.5% | +107.4% |
| All | +89.6% | +31.6% | +58.0% | +107.4% |
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