+325.3%
ASX vs MTSI
+181.3%
+144.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.8% | -4.4% | -0.2% |
| 7D | -19.9% | -10.0% | -9.9% | -14.2% |
| 30D | -30.9% | -37.2% | +6.3% | -8.6% |
| 3M | -15.1% | -30.1% | +15.0% | +4.0% |
| 6M | -6.5% | -31.9% | +25.4% | +17.0% |
| YTD | +98.4% | +23.2% | +75.3% | +77.6% |
| 1Y | +107.9% | +26.4% | +81.5% | +82.6% |
| 3Y | +325.3% | +186.2% | +139.1% | +107.8% |
| All | +325.3% | +181.3% | +144.0% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling