+414.3%
ASX vs MTSI
+153.3%
+260.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -18.4% | -2.4% | -9.6% |
| 7D | -33.3% | -24.6% | -8.7% | -20.2% |
| 30D | -36.5% | -45.7% | +9.2% | -8.2% |
| 3M | -19.2% | -27.7% | +8.6% | -3.5% |
| 6M | -10.2% | -37.3% | +27.1% | +18.0% |
| YTD | +86.5% | +11.1% | +75.3% | +75.0% |
| 1Y | +89.6% | +27.2% | +62.5% | +62.8% |
| 3Y | +298.6% | +153.7% | +144.9% | +114.5% |
| 5Y | +414.3% | +159.0% | +255.3% | +158.8% |
| All | +414.3% | +153.3% | +260.9% | +158.8% |
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 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