+504.7%
ASX vs MTSI
+209.3%
+295.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +4.2% |
| 7D | -9.1% | -3.8% | -5.3% | -6.3% |
| 30D | -23.6% | -31.4% | +7.8% | -4.2% |
| 3M | -5.6% | -23.8% | +18.1% | +9.8% |
| 6M | +4.7% | -37.1% | +41.8% | +36.8% |
| YTD | +122.6% | +32.2% | +90.4% | +87.8% |
| 1Y | +133.0% | +26.9% | +106.1% | +100.6% |
| 3Y | +367.1% | +193.7% | +173.4% | +130.2% |
| 5Y | +504.7% | +218.0% | +286.7% | +165.2% |
| All | +504.7% | +209.3% | +295.4% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling