+1,264.6%
ASX vs MTSI
+896.6%
+368.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -18.4% | -2.4% | -14.9% |
| 7D | -33.3% | -24.6% | -8.7% | -26.5% |
| 30D | -36.5% | -45.7% | +9.2% | -22.5% |
| 3M | -19.2% | -27.7% | +8.6% | -10.3% |
| 6M | -10.2% | -37.3% | +27.1% | +5.1% |
| YTD | +86.5% | +11.1% | +75.3% | +85.6% |
| 1Y | +89.6% | +27.2% | +62.5% | +81.2% |
| 3Y | +298.6% | +153.7% | +144.9% | +217.9% |
| 5Y | +414.3% | +159.0% | +255.3% | +303.9% |
| 10Y | +711.1% | +405.6% | +305.5% | +410.5% |
| All | +1,264.6% | +896.6% | +368.0% | +663.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling